Bayesian predictive densities based on superharmonic priors for the 2-dimensional Wishart model

DOI10.1016/j.jmva.2009.04.014zbMath1176.62023OpenAlexW2150135039MaRDI QIDQ1036777

Fumiyasu Komaki

Publication date: 13 November 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2009.04.014

zbMATH Keywords

differential geometryminimaxityKullback-Leibler divergenceJeffreys priorGreen's theoremgroup modelsorthogonally invariant priorsright invariant priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Methods of local Riemannian geometry (53B21)

Related Items (4)

From minimax shrinkage estimation to minimax shrinkage prediction ⋮ Unnamed Item ⋮ Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance ⋮ Enriched standard conjugate priors and the right invariant prior for Wishart distributions

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