Minimaxity in predictive density estimation with parametric constraints
DOI10.1016/J.JMVA.2013.01.001zbMATH Open1277.62044OpenAlexW2245205975MaRDI QIDQ391561FDOQ391561
Authors: 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
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decision theoryinvariancelocation-scale familydominancepredictive densityrestricted parameter spaceBayes estimatorsKullback-Leibler losslocation familyorder restrictionscale family
Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30) Statistical decision theory and fuzziness (62C86)
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Cited In (18)
- On predictive density estimation for location families under integrated squared error loss
- Minimum Norm Estimation Under Parameter Constraints with an Application to Insurance
- Bayesian predictive distribution for a negative binomial model
- Pitman closeness properties of point estimators and predictive densities with parametric constraints
- On improved predictive density estimation with parametric constraints
- Minimaxity in estimation of restricted and non-restricted scale parameter matrices
- 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
- Bayesian predictive distribution for a Poisson model with a parametric restriction
- Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location
- Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter
- On efficient prediction and predictive density estimation for normal and spherically symmetric models
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
- Title not available (Why is that?)
- On minimax optimality of sparse Bayes predictive density estimates
- On predictive density estimation for gamma models with parametric constraints
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