Improved minimax predictive densities under Kullback-Leibler loss (Q2493546)
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scientific article
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| English | Improved minimax predictive densities under Kullback-Leibler loss |
scientific article |
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Improved minimax predictive densities under Kullback-Leibler loss (English)
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21 June 2006
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Bayes rules
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heat equation
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inadmissibility
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multiple shrinkage
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multivariate normal
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shrinkage estimation
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superharmonic marginals
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superharmonic priors
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unbiased risk estimation
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0.846502959728241
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0.842883825302124
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0.8382927179336548
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0.8377280235290527
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0.832963228225708
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