On asymptotic properties of predictive distributions

DOI10.1093/BIOMET/83.2.299zbMATH Open0864.62007OpenAlexW2059686185MaRDI QIDQ3837313FDOQ3837313

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

Recommendations

• Asymptotics of predictive distributions
• An asymptotic result with respect to predictive distributions
• Prediction and asymptotics
• scientific article; zbMATH DE number 2042823
• Asymptotic Inference about Predictive Ability
• Asymptotic behaviour of the predictive density in the exchangeable case

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)

Cited In (63)

• Geometry of EM and related iterative algorithms
• A note on the properties of estimators in missing data analysis
• Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nearly minimax empirical Bayesian prediction of independent Poisson observables
• Criticism of the predictive distribution
• Title not available (Why is that?)
• Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors
• Bayesian shrinkage prediction for the regression problem
• The geometric structure on a degradation model with application to optimal design under a cost constraint
• Geometry of exponential family with competing risks and censored data
• Geometry of the \(q\)-exponential distribution with dependent competing risks and accelerated life testing
• Assessing the value of Hermite densities for predictive distributions
• Improved prediction for a multivariate normal distribution with unknown mean and variance
• Title not available (Why is that?)
• Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different
• Improving predictive inference under covariate shift by weighting the log-likelihood function
• Equiaffine structures on statistical manifolds and Bayesian statistics
• Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
• Robust parameter estimation with a small bias against heavy contamination
• Integration of Stochastic Models by Minimizing α-Divergence
• Prediction of remaining life of power transformers based on left truncated and right censored lifetime data
• Bayesian prediction based on a class of shrinkage priors for location-scale models
• Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
• Asymptotic expansion and estimates of Wiener functionals
• Exact minimax estimation of the predictive density in sparse Gaussian models
• The maximum likelihood prior
• Bayesian duality and risk analysis on the statistical manifold of exponential family with censored data
• Geometry on degradation models and mis-specification analysis by using \(\alpha\)-divergence
• Title not available (Why is that?)
• On prior selection and covariate shift of \(\beta\)-Bayesian prediction under \(\alpha\)-divergence risk
• Bayesian prediction with approximate frequentist validity.
• Simultaneous prediction of independent Poisson observables
• Asymptotically minimax Bayesian predictive densities for multinomial models
• Minimax predictive density for sparse count data
• Asymptotic minimum scoring rule prediction
• Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution
• Bootstrap prediction and Bayesian prediction under misspecified models
• Rate of convergence of predictive distributions for dependent data
• Convergence of estimative density: criterion for model complexity and sample size
• Asymptotically minimax Bayes predictive densities
• Difficulty of Singularity in Population Coding
• Improved minimax predictive densities under Kullback-Leibler loss
• Nonsubjective priors via predictive relative entropy regret
• Shrinkage priors for Bayesian prediction
• Robust predictive distributions for exponential families
• Empirical Bayes predictive densities for high-dimensional normal models
• Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model
• Asymptotic Inference about Predictive Ability
• Adjustments of profile likelihood through predictive densities
• Predictive fit for natural exponential families
• Asymptotic expansion of the risk of maximum likelihood estimator with respect to \(\alpha\)-divergence
• Informative barycentres in statistics
• Improved predictive model selection
• Estimative and predictive distances
• Geometry of an accelerated model with censored data
• High order asymptotic expansion for Wiener functionals
• On minimax optimality of sparse Bayes predictive density estimates
• Geometry on the statistical manifold induced by the degradation model with soft failure data
• Bayesian prediction of a density function in terms of \(e\)-mixture
• Methods to compute prediction intervals: a review and new results
• Nonparametric bootstrap prediction

This page was built for publication: On asymptotic properties of predictive distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3837313)