Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction

DOI10.1016/J.SPL.2016.07.005MaRDI QIDQ333991zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• scientific article; zbMATH DE number 3300124 (Why is no real title available?)
• A shrinkage predictive distribution for multivariate normal observables
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• Goodness of prediction fit
• Improved minimax predictive densities under Kullback-Leibler loss
• Is Pitman Closeness a Reasonable Criterion?
• On the construction of Bayes minimax estimators
• Pitman closeness properties of point estimators and predictive densities with parametric constraints
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• The Stein paradox in the sense of the Pitman measure of closeness
• Universal domination and stochastic domination: Estimation simultaneously under a broad class of loss functions

Cited in

(4)

• Pitman closeness properties of point estimators and predictive densities with parametric constraints
• Shrinkage priors for Bayesian prediction
• Inadmissibility of the corrected Akaike information criterion
• scientific article; zbMATH DE number 1747130 (Why is no real title available?)

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