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

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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)

Cited In (4)

• On predictive density estimation for location families under integrated squared error loss
• On the Stein effect under density power divergence loss
• Minimaxity in predictive density estimation with parametric constraints
• On predictive density estimation for location families under integrated absolute error loss

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