On predictive density estimation for location families under integrated squared error loss

DOI10.1016/j.jmva.2015.07.013zbMath1327.62054arXiv1408.5297OpenAlexW1451217718MaRDI QIDQ893168

Tatsuya Kubokawa, William E. Strawderman, Éric Marchand

Publication date: 13 November 2015

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

Full work available at URL: https://arxiv.org/abs/1408.5297

zbMATH Keywords

minimaxloss functiondominanceconvolutionsinadmissibilitypredictive densityscale mixture of normalsmultivariate normalrestricted parameter spaceintegrated squared errorStein estimationfrequentist riskminimum risk equivariantconcave loss

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Statistical decision theory and fuzziness (62C86)

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