scientific article; zbMATH DE number 7750677
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Publication:6073216
Cites work
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- Improved minimax predictive densities under Kullback-Leibler loss
- Improved prediction for a multivariate normal distribution with unknown mean and variance
- Jeffreys' prior is asymptotically least favorable under entropy risk
- Minimax predictive density for sparse count data
- On asymptotic properties of predictive distributions
- On minimax optimality of sparse Bayes predictive density estimates
- On prior selection and covariate shift of \(\beta\)-Bayesian prediction under \(\alpha\)-divergence risk
- PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- Shrinkage estimation
- Shrinkage priors for Bayesian prediction
- Shrinkage Priors for Nonparametric Bayesian Prediction of Nonhomogeneous Poisson Processes
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Simultaneous prediction for independent Poisson processes with different durations
- Simultaneous prediction of independent Poisson observables
- Singular value shrinkage priors for Bayesian prediction
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