Asymptotically minimax Bayesian predictive densities for multinomial models

DOI10.1214/12-EJS700zbMath1281.62036arXiv1112.0818MaRDI QIDQ1950845

Fumiyasu Komaki

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.0818

zbMATH Keywords

Dirichlet priorKullback-Leibler divergencereference priorJeffreys priorlatent information prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples ⋮ Bayesian point estimation and predictive density estimation for the binomial distribution with a restricted probability parameter

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