Bayesian inference and prediction for mean-mixtures of normal distributions

DOI10.1214/23-ejs2142arXiv2202.00629MaRDI QIDQ6135073

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Publication date: 23 August 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.00629

zbMATH Keywords

minimaxdominanceskew-normal distributionmultivariate normalKullback-Leibler lossminimum risk equivariantBayes predictive densitymean mixtures

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Compound decision problems in statistical decision theory (62C25)

Cites Work

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