Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss

DOI10.1093/biomet/asy073zbMath1435.62035OpenAlexW2943948383WikidataQ128843387 ScholiaQ128843387MaRDI QIDQ4973612

Malay Ghosh, Tatsuya Kubokawa

Publication date: 28 November 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asy073

zbMATH Keywords

predictionbest linear unbiased predictorpredictive probability density functiondivergence lossempirical Bayes predictive densityhierarchical Bayes predictive density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Prediction theory (aspects of stochastic processes) (60G25)

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