The maximum likelihood prior
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3938276 (Why is no real title available?)
- scientific article; zbMATH DE number 3667770 (Why is no real title available?)
- scientific article; zbMATH DE number 45789 (Why is no real title available?)
- scientific article; zbMATH DE number 3502600 (Why is no real title available?)
- scientific article; zbMATH DE number 3251886 (Why is no real title available?)
- scientific article; zbMATH DE number 3190795 (Why is no real title available?)
- scientific article; zbMATH DE number 3048061 (Why is no real title available?)
- 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
- 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)- scientific article; zbMATH DE number 4188973 (Why is no real title available?)
- Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss
- Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different
- Extensions of the conjugate prior through the Kullback--Leibler separators
- Minimax predictive density for sparse count data
- Information theory and superefficiency
- A conversation with John Hartigan
- On minimax optimality of sparse Bayes predictive density estimates
- On coherence in parametric density estimation
- Prior feedback: Bayesian tools for maximum likelihood estimation
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models
- The empirical likelihood prior applied to bias reduction of general estimating equations
- Moment matching priors
- Objective priors: an introduction for frequentists
- Nonparametric bootstrap prediction
- A measure of evidence based on the likelihood-ratio statistics
- scientific article; zbMATH DE number 7625184 (Why is no real title available?)
- scientific article; zbMATH DE number 1782376 (Why is no real title available?)
- Bayesian prediction based on a class of shrinkage priors for location-scale models
- Inferred probabilities
- Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities)
- Asymptotic admissibility of priors and elliptic differential equations
- Single observation unbiased priors
- Exact minimax estimation of the predictive density in sparse Gaussian models
- A general divergence criterion for prior selection
- Simultaneous prediction of independent Poisson observables
- On Parametric Bootstrapping and Bayesian Prediction
- scientific article; zbMATH DE number 3942747 (Why is no real title available?)
- On the geometry of Bayesian inference
- Geometry of an accelerated model with censored data
- Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh
- Geometry of exponential family with competing risks and censored data
- Selfinformative limits of Bayes estimates and generalized maximum likelihood
- Convergence of estimative density: criterion for model complexity and sample size
- Asymptotically minimax Bayes predictive densities
- The underlying structure of nonnested hypothesis tests
- A procedure to select a ML-II prior in a multivariate normal case
- Diagnostics of prior-data agreement in applied Bayesian analysis
- Improved minimax predictive densities under Kullback-Leibler loss
- Nonsubjective priors via predictive relative entropy regret
- Shrinkage priors for Bayesian prediction
This page was built for publication: The maximum likelihood prior
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1307089)