On predictive density estimation for location families under integrated absolute error loss

DOI10.3150/16-BEJ842zbMath1382.62011MaRDI QIDQ2405154

Éric Marchand, Tatsuya Kubokawa, William E. Strawderman

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1495505090

zbMATH Keywords

plug-indominanceinadmissibilitypredictive densityfrequentist riskconcave loss

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Point estimation (62F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Admissibility in statistical decision theory (62C15)

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On minimax optimality of sparse Bayes predictive density estimates ⋮ Predictive density estimation under the Wasserstein loss ⋮ Matrix variate density estimation with additional information ⋮ Predictive density estimators with integrated \(L_1\) loss ⋮ On predictive density estimation with additional information ⋮ On shrinkage estimation of a spherically symmetric distribution for balanced loss functions ⋮ On predictive density estimation for gamma models with parametric constraints ⋮ On predictive density estimation under \(\alpha\)-divergence loss

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