Minimaxity in predictive density estimation with parametric constraints

DOI10.1016/j.jmva.2013.01.001zbMath1277.62044OpenAlexW2245205975MaRDI QIDQ391561

Éric Marchand, Jean-Philippe Turcotte, Tatsuya Kubokawa, William E. Strawderman

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.01.001

zbMATH Keywords

decision theoryinvariancedominancelocation familyscale familyBayes estimatorspredictive densitylocation-scale familyrestricted parameter spaceKullback-Leibler lossorder restriction

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Statistical decision theory and fuzziness (62C86)

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