Stochastic domination in predictive density estimation for ordered normal means under -divergence loss

DOI10.1016/J.JMVA.2014.02.014MaRDI QIDQ2451612zbMATH OpenOpenAlexFDO

Authors Yuan-Tsung Chang, William E. Strawderman

Publication date 4 June 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2014.02.014

zbMATH Keywords

\(\alpha\)-divergenceordered normal meanspredictive densitystochastic dominance

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30)

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Cites work

• A note on the common mean of two normal populations with order restricted variances
• An estimator of the common mean of two normal populations
• Combining Unbiased Estimators
• Estimation of two order restricted normal means with unknown and possibly unequal variances
• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• scientific article; zbMATH DE number 3252891 (Why is no real title available?)
• scientific article; zbMATH DE number 3390139 (Why is no real title available?)
• Improved minimax predictive densities under Kullback-Leibler loss
• On improved predictive density estimation with parametric constraints
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

Cited in

(4)

• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• A note on stochastic domination for discrete exponential families
• Pitman closeness domination in predictive density estimation for two-ordered normal means under \(\alpha \)-divergence loss
• On predictive density estimation under \(\alpha\)-divergence loss

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