scientific article; zbMATH DE number 7750677
From MaRDI portal
Publication:6073216
DOI10.11329/jjssj.53.185MaRDI QIDQ6073216
Publication date: 17 October 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different
- Simultaneous prediction for independent Poisson processes with different durations
- Improved prediction for a multivariate normal distribution with unknown mean and variance
- Admissible predictive density estimation
- Bayesian shrinkage prediction for the regression problem
- Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model
- Jeffreys' prior is asymptotically least favorable under entropy risk
- Simultaneous prediction of independent Poisson observables
- Shrinkage estimation
- Bayesian predictive distribution for a negative binomial model
- Minimax predictive density for sparse count data
- On minimax optimality of sparse Bayes predictive density estimates
- Bayesian shrinkage estimation of negative multinomial parameter vectors
- Exact minimax estimation of the predictive density in sparse Gaussian models
- Bayesian prediction of a density function in terms of \(e\)-mixture
- Improved minimax predictive densities under Kullback-Leibler loss
- Shrinkage priors for Bayesian prediction
- A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
- From minimax shrinkage estimation to minimax shrinkage prediction
- A shrinkage predictive distribution for multivariate Normal observables
- Singular value shrinkage priors for Bayesian prediction
- On Prior Selection and Covariate Shift of β-Bayesian Prediction Under α-Divergence Risk
- PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
- On asymptotic properties of predictive distributions
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Goodness of prediction fit
- A new look at the Bayes procedure
- A Generalized Bayes Rule for Prediction
- Shrinkage Priors for Nonparametric Bayesian Prediction of Nonhomogeneous Poisson Processes
- Bayes Extended Estimators for Curved Exponential Families
- Estimation under matrix quadratic loss and matrix superharmonicity
- Harmonic Bayesian Prediction Under $\alpha$ -Divergence
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- A correlation-shrinkage prior for Bayesian prediction of the two-dimensional Wishart model
This page was built for publication:
