On predictive density estimation for gamma models with parametric constraints
DOI10.1016/J.JSPI.2017.01.003zbMATH Open1356.62044OpenAlexW2582112726MaRDI QIDQ514186FDOQ514186
Authors: Aziz L'Moudden, Éric Marchand, Othmane Kortbi, William E. Strawderman 
Publication date: 28 February 2017
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.01.003
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gammaminimaxBayes estimatordominancepredictive densityplug-inrestricted parameter spaceKullback-Leibler lossfrequentist riskminimum risk equivariantvariance expansion
Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Parametric inference under constraints (62F30)
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Cited In (12)
- Title not available (Why is that?)
- Predicting the scoring time in hockey
- On An Intriguing Distributional Identity
- On predictive density estimation under \(\alpha\)-divergence loss
- Bayesian predictive distribution for a negative binomial model
- On improved predictive density estimation with parametric constraints
- Minimaxity in predictive density estimation with parametric constraints
- Minimax predictive density for sparse count data
- Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance
- 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
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