On coherence in parametric density estimation

DOI10.1093/BIOMET/77.4.905zbMath0709.62027OpenAlexW2083906029MaRDI QIDQ3492653

John Aitchison

Publication date: 1990

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/77.4.905

zbMATH Keywords

loss functionprior distributionadmissibilitypredictive densitysymmetric divergencecoherence propertyKullback-Leibler directed divergenceparameter density estimationsequential improvement criterion

Mathematics Subject Classification ID

Point estimation (62F10) Statistical decision theory (62C99) Sequential estimation (62L12)

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Discretizing a compound distribution with application to categorical modelling ⋮ Predicting the scoring time in hockey ⋮ The kullback - leibler approximation of the marginal posterior density: An application to the linear functional model

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