A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles

DOI10.1016/J.JMVA.2005.12.002zbMath1099.62023OpenAlexW2025673173MaRDI QIDQ2507748

Fumiyasu Komaki

Publication date: 5 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.12.002

zbMATH Keywords

Jeffreys priorpredictive densityKullback--Leibler divergenceShrinkage prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (9)

Bayesian predictive distribution for a Poisson model with a parametric restriction ⋮ Bayesian shrinkage approaches to unbalanced problems of estimation and prediction on the basis of negative multinomial samples ⋮ Bayesian shrinkage estimation of negative multinomial parameter vectors ⋮ Unnamed Item ⋮ On predictive density estimation for gamma models with parametric constraints ⋮ Bayesian predictive distribution for a negative binomial model ⋮ Minimax predictive density for sparse count data ⋮ Simultaneous prediction for independent Poisson processes with different durations ⋮ Simultaneous estimation of parameters of Poisson distributions with unbalanced sample sizes

Cites Work

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• Simultaneous estimation of Poisson means under entropy loss
• Simultaneous prediction of independent Poisson observables
• Improved minimax predictive densities under Kullback-Leibler loss
• Shrinkage priors for Bayesian prediction
• A shrinkage predictive distribution for multivariate Normal observables
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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