Pitman closeness properties of point estimators and predictive densities with parametric constraints

DOI10.1016/J.SPL.2016.04.021zbMath1341.62079OpenAlexW2344315426MaRDI QIDQ297158

Takeru Matsuda, William E. Strawderman

Publication date: 24 June 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.04.021

zbMATH Keywords

Bayes estimationpoint estimationPitman closenesspredictive density estimationrestricted parametersuniform priors

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

Related Items (1)

Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction

Cites Work

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• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• Improved minimax predictive densities under Kullback-Leibler loss
• A shrinkage predictive distribution for multivariate Normal observables
• Is Pitman Closeness a Reasonable Criterion?
• Admissible and Minimax Estimates of Parameters in Truncated Spaces
• Some Inequalities on Mill's Ratio and Related Functions

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