Optimal estimates of predictive distributions

DOI10.1093/BIOMET/67.3.685zbMATH Open0445.62045OpenAlexW1969647176MaRDI QIDQ3889923FDOQ3889923

Authors: Maria Antonia Amaral, Ian R. Dunsmore 

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.3.685

zbMATH Keywords

exponential familiesestimative methodestimation of density functiondirected measure of divergenceKullback- Leibler measure of informationoptimal estimates of predictive distributions

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cited In (3)

• Bayesian estimation and prediction for certain type of mixtures
• Optimal alarm systems for autoregressive processes. A Bayesian approach
• On predictive density estimation for gamma models with parametric constraints

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