On asymptotic properties of predictive distributions

DOI10.1093/BIOMET/83.2.299MaRDI QIDQ3837313zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

differential geometryasymptotically efficient estimatorsshiftingpredictive distributionssecond-order asymptotic theoryBayesian predictive distributionsaverage Kullback-Leibler divergenceestimative distributionsmixture mean curvaturemultidimensional curved exponential family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Classical differential geometry (53A99)

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(63)

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• Integration of Stochastic Models by Minimizing α-Divergence
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• Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
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• Exact minimax estimation of the predictive density in sparse Gaussian models
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• On prior selection and covariate shift of \(\beta\)-Bayesian prediction under \(\alpha\)-divergence risk
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• Predictive fit for natural exponential families
• Improved predictive model selection
• Informative barycentres in statistics
• Asymptotic expansion of the risk of maximum likelihood estimator with respect to \(\alpha\)-divergence
• Estimative and predictive distances
• Geometry of an accelerated model with censored data
• On minimax optimality of sparse Bayes predictive density estimates
• Nearly minimax empirical Bayesian prediction of independent Poisson observables
• Geometry on the statistical manifold induced by the degradation model with soft failure data
• Criticism of the predictive distribution
• Bayesian prediction of a density function in terms of \(e\)-mixture
• High order asymptotic expansion for Wiener functionals
• scientific article; zbMATH DE number 7750677 (Why is no real title available?)
• Methods to compute prediction intervals: a review and new results
• Nonparametric bootstrap prediction

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