Shrinkage priors for Bayesian prediction

DOI10.1214/009053606000000010zbMath1092.62037arXivmath/0607021OpenAlexW1985450798MaRDI QIDQ2497182

Fumiyasu Komaki

Publication date: 3 August 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0607021

zbMATH Keywords

Kullback-Leibler divergenceasymptotic theoryinformation geometryconformal transformationJeffreys priorvague prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Admissibility in statistical decision theory (62C15) Methods of local Riemannian geometry (53B21)

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