Improved prediction for a multivariate normal distribution with unknown mean and variance (Q841018)
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scientific article; zbMATH DE number 5603807
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| English | Improved prediction for a multivariate normal distribution with unknown mean and variance |
scientific article; zbMATH DE number 5603807 |
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Improved prediction for a multivariate normal distribution with unknown mean and variance (English)
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14 September 2009
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Bayesian prediction
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Kullback-Leibler divergence
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multivariate normal distribution
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multivariate \(t\)-distribution
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right invariant prior
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shrinkage prior
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star ordering
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0.88581806
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0.8857081
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0.87591743
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0.8678533
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