The maximum likelihood prior
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Cites work
- A heuristic method for determining admissibility of estimators - with applications
- A third-order optimum property of the maximum likelihood estimator
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- An Asymptotic Expansion for Posterior Distributions
- An invariant form for the prior probability in estimation problems
- Bayes theory
- Differential geometry of curved exponential families. Curvatures and information loss
- Goodness of prediction fit
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- Invariant Prior Distributions
- Jeffreys' prior is asymptotically least favorable under entropy risk
- Minimax Estimation and Positive Solutions of Elliptic Equations
- On asymptotic properties of predictive distributions
- Second-Order Asymptotic Optimality and Positive Solutions of Schrödinger’s Equation
- The Asymptotically Unbiased Prior Distribution
Cited in
(41)- Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities)
- Inferred probabilities
- Geometry of exponential family with competing risks and censored data
- Nonparametric bootstrap prediction
- Information theory and superefficiency
- Single observation unbiased priors
- Simultaneous prediction of independent Poisson observables
- Prior feedback: Bayesian tools for maximum likelihood estimation
- Minimax predictive density for sparse count data
- A measure of evidence based on the likelihood-ratio statistics
- On minimax optimality of sparse Bayes predictive density estimates
- On the geometry of Bayesian inference
- Exact minimax estimation of the predictive density in sparse Gaussian models
- Asymptotically minimax Bayes predictive densities
- A conversation with John Hartigan
- The empirical likelihood prior applied to bias reduction of general estimating equations
- Extensions of the conjugate prior through the Kullback--Leibler separators
- Improved minimax predictive densities under Kullback-Leibler loss
- Nonsubjective priors via predictive relative entropy regret
- Shrinkage priors for Bayesian prediction
- Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different
- Diagnostics of prior-data agreement in applied Bayesian analysis
- A procedure to select a ML-II prior in a multivariate normal case
- On coherence in parametric density estimation
- Moment matching priors
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- Objective priors: an introduction for frequentists
- Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh
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- On Parametric Bootstrapping and Bayesian Prediction
- The underlying structure of nonnested hypothesis tests
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- Geometry of an accelerated model with censored data
- Selfinformative limits of Bayes estimates and generalized maximum likelihood
- Asymptotic admissibility of priors and elliptic differential equations
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- Convergence of estimative density: criterion for model complexity and sample size
- Bayesian prediction based on a class of shrinkage priors for location-scale models
- A general divergence criterion for prior selection
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
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