Simultaneous prediction for independent Poisson processes with different durations

DOI10.1016/J.JMVA.2015.06.008zbMath1325.60073arXiv1401.8080OpenAlexW2952638235MaRDI QIDQ746866

Fumiyasu Komaki

Publication date: 21 October 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.8080

zbMATH Keywords

Kullback-Leibler divergencePoisson processesJeffreys priorpredictive densitypredictive metricshrinkage priorharmonic timesimultaneous prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (12)

Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location ⋮ Bayesian predictive distribution for a Poisson model with a parametric restriction ⋮ Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples ⋮ Bayesian shrinkage estimation of negative multinomial parameter vectors ⋮ Bayesian estimator of multiple Poisson means assuming two different priors ⋮ Density prediction and the Stein phenomenon ⋮ Unnamed Item ⋮ Bayesian predictive distribution for a negative binomial model ⋮ Proper Bayes minimax estimation of parameters of Poisson distributions in the presence of unbalanced sample sizes ⋮ Minimax predictive density for sparse count data ⋮ Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes ⋮ Simultaneous estimation of Poisson means in two-way contingency tables under normalized squared error loss

Cites Work

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• 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
• PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION

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