Bayesian predictive distribution for a Poisson model with a parametric restriction

DOI10.1080/03610926.2019.1586943OpenAlexW2932543772WikidataQ128155932 ScholiaQ128155932MaRDI QIDQ5077256FDOQ5077256

Authors: Y. Hamura, Tatsuya Kubokawa 

Publication date: 18 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1586943

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zbMATH Keywords

predictionBayesestimationKullback-Leibler divergencedominancerestricted parameter space

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Simultaneous prediction of independent Poisson observables
• Improved minimax predictive densities under Kullback-Leibler loss
• A shrinkage predictive distribution for multivariate normal observables
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Goodness of prediction fit
• Estimation in restricted parameter spaces: a review
• A natural identity for exponential families with applications in multiparameter estimation
• Minimaxity in predictive density estimation with parametric constraints
• Uniform priors on convex sets improve risk
• Minimax estimation of linear combinations of restricted location parameters
• On improved predictive density estimation with parametric constraints
• From minimax shrinkage estimation to minimax shrinkage prediction
• Admissible predictive density estimation
• A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
• On predictive density estimation for gamma models with parametric constraints
• On estimating a bounded normal mean with applications to predictive density estimation
• Simultaneous prediction for independent Poisson processes with different durations

Cited In (8)

• Bayesian predictive distribution for a negative binomial model
• Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples
• Bayes prediction of Poisson regression superpopulation mean with a non gamma prior
• Asymptotic equivalence between frequentist and Bayesian prediction limits for the Poisson distribution
• Bayesian and frequentist prediction limits for the Poisson distribution
• 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
• Nearly minimax empirical Bayesian prediction of independent Poisson observables

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