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

MaRDI QIDQ2323947zbMATH OpenFDO

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

admissibilityconcave lossminimaxitypredictive density estimationS-Hellinger distancesStein estimation

Mathematics Subject Classification ID

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

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(4)

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• Minimaxity in predictive density estimation with parametric constraints
• On predictive density estimation for location families under integrated squared error loss

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