On predictive density estimation for gamma models with parametric constraints

DOI10.1016/j.jspi.2017.01.003zbMath1356.62044OpenAlexW2582112726MaRDI QIDQ514186

Aziz L'Moudden, Othmane Kortbi, Éric Marchand, William E. Strawderman

Publication date: 28 February 2017

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2017.01.003

zbMATH Keywords

gammaminimaxplug-inBayes estimatordominancepredictive densityrestricted parameter spaceKullback-Leibler lossfrequentist riskminimum risk equivariantvariance expansion

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

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