On predictive density estimation for location families under integrated squared error loss (Q893168)
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scientific article
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| English | On predictive density estimation for location families under integrated squared error loss |
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On predictive density estimation for location families under integrated squared error loss (English)
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13 November 2015
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concave loss
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convolutions
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dominance
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frequentist risk
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inadmissibility
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integrated squared error
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minimax
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minimum risk equivariant
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loss function
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multivariate normal
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predictive density
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restricted parameter space
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scale mixture of normals
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Stein estimation
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0.915999948978424
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0.8636961579322815
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0.8534045815467834
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0.8320065140724182
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0.8164982199668884
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