Minimaxity in predictive density estimation with parametric constraints
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Publication:391561
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Cites work
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 3252891 (Why is no real title available?)
- scientific article; zbMATH DE number 3070795 (Why is no real title available?)
- A Generalized Bayes Rule for Prediction
- A Useful Inequality on Ratios of Integrals, With Application to Maximum Likelihood Estimation
- A shrinkage predictive distribution for multivariate normal observables
- A unified approach to improving equivariant estimators
- A unified minimax result for restricted parameter spaces
- Admissible and Minimax Estimates of Parameters in Truncated Spaces
- Admissible predictive density estimation
- Bayesian improvements of a MRE estimator of a bounded location parameter
- Double shrinkage estimation of ratio of scale parameters
- Estimating a bounded normal mean
- Estimation in restricted parameter spaces: a review
- Estimation of a mean of a normal distribution with a bounded coefficient of variation
- Estimators of a Location Parameter in the Absolutely Continuous Case
- Exact Minimax Strategies for Predictive Density Estimation, Data Compression, and Model Selection
- Fiducial Theory and Invariant Estimation
- Fiducial Theory and Invariant Prediction
- From minimax shrinkage estimation to minimax shrinkage prediction
- Goodness of prediction fit
- Improved minimax predictive densities under Kullback-Leibler loss
- Improved prediction for a multivariate normal distribution with unknown mean and variance
- Improving on the MLE of a bounded normal mean.
- Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval
- Invariance, Minimax Sequential Estimation, and Continuous Time Processes
- Minimaxity in Estimation of Restricted Parameters
- On improved predictive density estimation with parametric constraints
- On improving on the minimum risk equivariant estimator of a scale parameter under a lower-bound constraint
- Restricted parameter space estimation problems. Admissibility and minimaxity properties.
- Stein's phenomenon in estimation of means restricted to a polyhedral convex cone
- Uniform priors on convex sets improve risk
Cited in
(19)- Inadmissibility of the best equivariant predictive density in the unknown variance case
- Minimax predictive density for sparse count data
- On discrete priors and sparse minimax optimal predictive densities
- Bayesian inference and prediction for mean-mixtures of normal distributions
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- On minimax optimality of sparse Bayes predictive density estimates
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
- Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
- Minimaxity and admissibility of predictive density estimators under S-Hellinger distances
- On predictive density estimation for location families under integrated squared error loss
- scientific article; zbMATH DE number 4121208 (Why is no real title available?)
- Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location
- On improved predictive density estimation with parametric constraints
- Bayesian predictive distribution for a Poisson model with a parametric restriction
- Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter
- On predictive density estimation for gamma models with parametric constraints
- On efficient prediction and predictive density estimation for normal and spherically symmetric models
- Pitman closeness properties of point estimators and predictive densities with parametric constraints
- Bayesian predictive distribution for a negative binomial model
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