Minimaxity and admissibility of predictive density estimators under S-Hellinger distances

zbMATH Open1427.62048MaRDI QIDQ2323947FDOQ2323947

Authors Younes Ommane, Idir Ouassou

Publication date 13 September 2019

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.as/1566353034

zbMATH Keywords

admissibilitypredictive density estimationminimaxityStein estimationconcave lossS-Hellinger distances

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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(4)

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• On predictive density estimation for location families under integrated squared error loss
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