Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction
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Publication:333991
DOI10.1016/j.spl.2016.07.005zbMath1348.62020OpenAlexW2470404819MaRDI QIDQ333991
Takeru Matsuda, William E. Strawderman
Publication date: 31 October 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.07.005
Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
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Cites Work
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- A shrinkage predictive distribution for multivariate Normal observables
- Goodness of prediction fit
- Is Pitman Closeness a Reasonable Criterion?
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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