Asymptotically minimax Bayesian predictive densities for multinomial models

DOI10.1214/12-EJS700zbMath1281.62036arXiv1112.0818MaRDI QIDQ1950845

Fumiyasu Komaki

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.0818

zbMATH Keywords

Dirichlet prior; Kullback-Leibler divergence; reference prior; Jeffreys prior; latent information prior

Mathematics Subject Classification ID

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

62C20: Minimax procedures in statistical decision theory

Related Items

Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples

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