On asymptotic properties of predictive distributions

From MaRDI portal
Publication:3837313

DOI10.1093/biomet/83.2.299zbMath0864.62007OpenAlexW2059686185MaRDI QIDQ3837313

Fumiyasu Komaki

Publication date: 26 June 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/83.2.299



Related Items

On minimax optimality of sparse Bayes predictive density estimates, Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different, Geometry of exponential family with competing risks and censored data, Geometry of the \(q\)-exponential distribution with dependent competing risks and accelerated life testing, Simultaneous prediction of independent Poisson observables, Asymptotically minimax Bayes predictive densities, Improved prediction for a multivariate normal distribution with unknown mean and variance, Bayesian duality and risk analysis on the statistical manifold of exponential family with censored data, Bayesian prediction of a density function in terms of \(e\)-mixture, Asymptotic minimum scoring rule prediction, Geometry on degradation models and mis-specification analysis by using \(\alpha\)-divergence, Equiaffine structures on statistical manifolds and Bayesian statistics, Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model, Bayesian prediction based on a class of shrinkage priors for location-scale models, A note on the properties of estimators in missing data analysis, High order asymptotic expansion for Wiener functionals, Convergence of estimative density: criterion for model complexity and sample size, Geometry of EM and related iterative algorithms, The geometric structure on a degradation model with application to optimal design under a cost constraint, Asymptotic expansion and estimates of Wiener functionals, Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution, Empirical Bayes predictive densities for high-dimensional normal models, Unnamed Item, Asymptotically minimax Bayesian predictive densities for multinomial models, Unnamed Item, Adjustments of profile likelihood through predictive densities, Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models, Difficulty of Singularity in Population Coding, Asymptotic expansion of the risk of maximum likelihood estimator with respect to α-divergence, Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss, Geometry of an accelerated model with censored data, Improved predictive model selection, Unnamed Item, Bayesian shrinkage prediction for the regression problem, Robust parameter estimation with a small bias against heavy contamination, On Prior Selection and Covariate Shift of β-Bayesian Prediction Under α-Divergence Risk, Improved minimax predictive densities under Kullback-Leibler loss, Nonsubjective priors via predictive relative entropy regret, Informative barycentres in statistics, Prediction of remaining life of power transformers based on left truncated and right censored lifetime data, Bootstrap prediction and Bayesian prediction under misspecified models, Shrinkage priors for Bayesian prediction, Nonparametric bootstrap prediction, Integration of Stochastic Models by Minimizing α-Divergence, Minimax predictive density for sparse count data, Geometry on the statistical manifold induced by the degradation model with soft failure data, Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors, Methods to compute prediction intervals: a review and new results, Bayesian prediction with approximate frequentist validity., Improving predictive inference under covariate shift by weighting the log-likelihood function, The maximum likelihood prior, Exact minimax estimation of the predictive density in sparse Gaussian models