Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction

DOI10.1016/J.SPL.2016.07.005zbMATH Open1348.62020OpenAlexW2470404819MaRDI QIDQ333991FDOQ333991

Authors: T. 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

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zbMATH Keywords

Bayespoint estimationpredictive densityPitman closenessStein priorsuperharmonic prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• 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
• Goodness of prediction fit
• Pitman closeness properties of point estimators and predictive densities with parametric constraints
• Is Pitman Closeness a Reasonable Criterion?
• Title not available (Why is that?)
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions
• On the construction of Bayes minimax estimators
• The Stein paradox in the sense of the Pitman measure of closeness
• Title not available (Why is that?)
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

Cited In (4)

• Pitman closeness properties of point estimators and predictive densities with parametric constraints
• Inadmissibility of the corrected Akaike information criterion
• Shrinkage priors for Bayesian prediction
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