Bayesian prediction of a density function in terms of e-mixture

DOI10.1016/J.JSPI.2009.02.005MaRDI QIDQ2390466zbMATH OpenOpenAlexFDO

Authors Takemi Yanagimoto, Toshio Ohnishi

Publication date 22 July 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2009.02.005

zbMATH Keywords

conjugate priorJeffreys' priorDICdual structurePythagorean relationshipplug-in predictor

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15)

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Cited in

(10)

• Predictive density estimators with integrated \(L_1\) loss
• scientific article; zbMATH DE number 7387521 (Why is no real title available?)
• scientific article; zbMATH DE number 7387519 (Why is no real title available?)
• Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution
• Bayesian estimation and prediction for certain type of mixtures
• scientific article; zbMATH DE number 7750677 (Why is no real title available?)
• Bayesian estimator of multiple Poisson means assuming two different priors
• A pair of novel priors for improving and extending the conditional MLE
• On predictive density estimation under \(\alpha\)-divergence loss
• Permissible boundary prior function as a virtually proper prior density

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