Simultaneous prediction of independent Poisson observables

DOI10.1214/009053604000000445zbMath1092.62036arXivmath/0410094OpenAlexW3104976883MaRDI QIDQ1879973

Fumiyasu Komaki

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410094

zbMATH Keywords

Kullback-Leibler divergenceadmissibilityJeffreys priorpredictive distributionshrinkage prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

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