Density prediction and the Stein phenomenon

DOI10.1007/s13171-019-00186-zzbMath1451.62018OpenAlexW2995692285WikidataQ126565570 ScholiaQ126565570MaRDI QIDQ2206751

Tatsuya Kubokawa, Malay Ghosh, Gauri Sankar Datta

Publication date: 26 October 2020

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-019-00186-z

zbMATH Keywords

empirical BayesPoisson distributionnormal distributionshrinkage estimatorminimaxityKullback-Leibler divergencesimultaneous estimationrisk functiondominance propertysuperharmonicdivergence lossHellinger-Bhattacharyya divergence

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (1)

Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences

Cites Work

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