Pages that link to "Item:Q3837313"
From MaRDI portal
The following pages link to On asymptotic properties of predictive distributions (Q3837313):
Displaying 50 items.
- Asymptotic properties of Bayesian predictive densities when the distributions of data and target variables are different (Q273569) (← links)
- Asymptotic expansion of the risk difference of the Bayesian spectral density in the autoregressive moving average model (Q354212) (← links)
- Geometry of an accelerated model with censored data (Q507974) (← links)
- Rate of convergence of predictive distributions for dependent data (Q605900) (← links)
- Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution (Q629143) (← links)
- Empirical Bayes predictive densities for high-dimensional normal models (Q634558) (← links)
- Adjustments of profile likelihood through predictive densities (Q645535) (← links)
- Improved prediction for a multivariate normal distribution with unknown mean and variance (Q841018) (← links)
- Equiaffine structures on statistical manifolds and Bayesian statistics (Q864874) (← links)
- Bayesian prediction based on a class of shrinkage priors for location-scale models (Q878182) (← 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)
- Improved predictive model selection (Q951027) (← links)
- Bayesian shrinkage prediction for the regression problem (Q953850) (← links)
- Robust parameter estimation with a small bias against heavy contamination (Q953862) (← links)
- Estimative and predictive distances (Q1209928) (← links)
- On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions (Q1283388) (← links)
- The maximum likelihood prior (Q1307089) (← links)
- Improving predictive inference under covariate shift by weighting the log-likelihood function (Q1591282) (← links)
- Geometry of exponential family with competing risks and censored data (Q1619160) (← links)
- Geometry of the \(q\)-exponential distribution with dependent competing risks and accelerated life testing (Q1620331) (← links)
- Bayesian duality and risk analysis on the statistical manifold of exponential family with censored data (Q1639569) (← links)
- Asymptotic minimum scoring rule prediction (Q1657960) (← links)
- Nonparametric bootstrap prediction (Q1781189) (← links)
- Bayesian prediction with approximate frequentist validity. (Q1848833) (← links)
- Simultaneous prediction of independent Poisson observables (Q1879973) (← links)
- Asymptotically minimax Bayesian predictive densities for multinomial models (Q1950845) (← links)
- Minimax predictive density for sparse count data (Q2040060) (← links)
- Methods to compute prediction intervals: a review and new results (Q2092900) (← links)
- On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
- Geometry on degradation models and mis-specification analysis by using \(\alpha\)-divergence (Q2161783) (← links)
- The geometric structure on a degradation model with application to optimal design under a cost constraint (Q2196051) (← links)
- Prediction of remaining life of power transformers based on left truncated and right censored lifetime data (Q2270678) (← links)
- Geometry on the statistical manifold induced by the degradation model with soft failure data (Q2315926) (← links)
- Exact minimax estimation of the predictive density in sparse Gaussian models (Q2352732) (← links)
- Asymptotically minimax Bayes predictive densities (Q2373585) (← links)
- Bayesian prediction of a density function in terms of \(e\)-mixture (Q2390466) (← links)
- Improved minimax predictive densities under Kullback-Leibler loss (Q2493546) (← links)
- Nonsubjective priors via predictive relative entropy regret (Q2493559) (← links)
- Informative barycentres in statistics (Q2495335) (← links)
- Bootstrap prediction and Bayesian prediction under misspecified models (Q2496945) (← links)
- Shrinkage priors for Bayesian prediction (Q2497182) (← links)
- Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors (Q2568326) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Assessing the value of Hermite densities for predictive distributions (Q3065553) (← links)
- On Prior Selection and Covariate Shift of β-Bayesian Prediction Under α-Divergence Risk (Q3585267) (← links)
- Robust predictive distributions for exponential families (Q4323544) (← links)
- Predictive fit for natural exponential families (Q4729164) (← links)
- Asymptotic Inference about Predictive Ability (Q4895056) (← links)
- (Q5011434) (← links)