Asymptotically minimax Bayes predictive densities
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Publication:2373585
DOI10.1214/009053606000000885zbMath1114.62039arXiv0708.0177OpenAlexW3101248073MaRDI QIDQ2373585
Publication date: 12 July 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.0177
Density estimation (62G07) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)
Related Items (7)
On minimax optimality of sparse Bayes predictive density estimates ⋮ Asymptotically minimax Bayes predictive densities ⋮ Asymptotic minimax risk of predictive density estimation for non-parametric regression ⋮ Unnamed Item ⋮ Improved minimax predictive densities under Kullback-Leibler loss ⋮ Minimax predictive density for sparse count data ⋮ Exact minimax estimation of the predictive density in sparse Gaussian models
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- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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