The following pages link to The maximum likelihood prior (Q1307089):
Displaying 36 items.
- Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different (Q273569) (← links)
- Moment matching priors (Q354215) (← links)
- Objective priors: an introduction for frequentists (Q449810) (← links)
- Discussion on ``Objective priors: an introduction for frequentists'' by M. Ghosh (Q449813) (← links)
- Geometry of an accelerated model with censored data (Q507974) (← links)
- Bayesian prediction based on a class of shrinkage priors for location-scale models (Q878182) (← links)
- A general divergence criterion for prior selection (Q907083) (← links)
- Parametric bootstrap approximation to the distribution of EBLUP and related prediction intervals in linear mixed models (Q930652) (← links)
- Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss (Q947252) (← links)
- Estimateurs efficaces et densités bayésiennes impropres. (Efficient estimators and improper Bayesian densities) (Q1117625) (← links)
- Inferred probabilities (Q1611802) (← links)
- Geometry of exponential family with competing risks and censored data (Q1619160) (← links)
- Nonparametric bootstrap prediction (Q1781189) (← links)
- Information theory and superefficiency (Q1807151) (← links)
- Single observation unbiased priors (Q1873599) (← links)
- Simultaneous prediction of independent Poisson observables (Q1879973) (← links)
- Prior feedback: Bayesian tools for maximum likelihood estimation (Q1965932) (← links)
- Minimax predictive density for sparse count data (Q2040060) (← links)
- A measure of evidence based on the likelihood-ratio statistics (Q2110348) (← links)
- On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
- On the geometry of Bayesian inference (Q2290698) (← links)
- Exact minimax estimation of the predictive density in sparse Gaussian models (Q2352732) (← links)
- Asymptotically minimax Bayes predictive densities (Q2373585) (← links)
- A conversation with John Hartigan (Q2381760) (← links)
- The empirical likelihood prior applied to bias reduction of general estimating equations (Q2419150) (← links)
- Extensions of the conjugate prior through the Kullback--Leibler separators (Q2486176) (← links)
- Improved minimax predictive densities under Kullback-Leibler loss (Q2493546) (← links)
- Nonsubjective priors via predictive relative entropy regret (Q2493559) (← links)
- Shrinkage priors for Bayesian prediction (Q2497182) (← links)
- Diagnostics of prior-data agreement in applied Bayesian analysis (Q3183825) (← links)
- A procedure to select a ML-II prior in a multivariate normal case (Q3471358) (← links)
- On coherence in parametric density estimation (Q3492653) (← links)
- On Parametric Bootstrapping and Bayesian Prediction (Q4677103) (← links)
- The underlying structure of nonnested hypothesis tests (Q4727190) (← links)
- (Q5054630) (← links)
- Convergence of estimative density: criterion for model complexity and sample size (Q6099117) (← links)
