Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location

DOI10.1007/s00184-021-00840-3OpenAlexW3208365799WikidataQ115609116 ScholiaQ115609116MaRDI QIDQ2124788

Tatsuya Kubokawa, Y. Hamura

Publication date: 11 April 2022

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-021-00840-3

zbMATH Keywords

exponential distributionminimaxitydominanceadmissibilityrestricted parameter spaceBayesian predictive density estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Minimaxity in predictive density estimation with parametric constraints
• Estimation of the parameters of an exponential distribution under constrained location
• On predictive density estimation for gamma models with parametric constraints
• Simultaneous prediction for independent Poisson processes with different durations
• Minimax estimation of a restricted mean for a one-parameter exponential family
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Admissible predictive density estimation
• Estimating a bounded normal mean
• A natural identity for exponential families with applications in multiparameter estimation
• A unified approach to improving equivariant estimators
• Estimation of parameters of exponential distribution in the truncated space using asymmetric loss function
• Uniform priors on convex sets improve risk
• Improving on the MLE of a bounded normal mean.
• Intrinsic losses
• On improved predictive density estimation with parametric constraints
• Bayesian predictive distribution for a negative binomial model
• Goodness of prediction fit
• Estimation of parameters of an exponential distribution when the parameter space is restricted with an application to two-sample problem
• Bayesian predictive distribution for a Poisson model with a parametric restriction
• Fisher–Rao geometry and Jeffreys prior for Pareto distribution
• Estimation of Stress-Strength Reliability for the Pareto Distribution Based on Upper Record Values

This page was built for publication: Bayesian predictive density estimation with parametric constraints for the exponential distribution with unknown location