Predictive density estimation under the Wasserstein loss
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Publication:2189119
DOI10.1016/j.jspi.2020.05.005zbMath1441.62138arXiv1904.02880OpenAlexW2925359605MaRDI QIDQ2189119
Takeru Matsuda, William E. Strawderman
Publication date: 15 June 2020
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.02880
Multivariate distribution of statistics (62H10) Minimax procedures in statistical decision theory (62C20) Foundations and philosophical topics in statistics (62A01) General considerations in statistical decision theory (62C05)
Related Items
Predictive density estimators with integrated \(L_1\) loss, Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance, Wasserstein statistics in one-dimensional location scale models, Wasserstein statistics in one-dimensional location-scale models
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