On Bayesian predictive density estimation for skew-normal distributions

DOI10.1007/S00184-024-00946-4MaRDI QIDQ6917784zbMATH OpenFDO

Authors Othmane Kortbi

Publication date 13 October 2025

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00184-024-00946-4

zbMATH Keywords

admissibilityBayes estimatorsKullback-Leibler lossminimax estimatorspredictive densitiesskew-normal distributions

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Estimation in multivariate analysis (62H12)

Cites work

• A Note on the Estimation of Probability Density Functions
• A shrinkage predictive distribution for multivariate normal observables
• Admissible predictive density estimation
• Exact Minimax Strategies for Predictive Density Estimation, Data Compression, and Model Selection
• Goodness of prediction fit
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• scientific article; zbMATH DE number 3369612 (Why is no real title available?)
• Improved minimax predictive densities under Kullback-Leibler loss
• On the construction of Bayes minimax estimators
• Statistical Applications of the Multivariate Skew Normal Distribution
• Statistical decision theory and Bayesian analysis. 2nd ed
• The multivariate skew-normal distribution

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