On estimating a bounded normal mean with applications to predictive density estimation

DOI10.1214/17-EJS1279zbMath1362.62018MaRDI QIDQ527110

Iraj Yadegari, Éric Marchand, François Perron

Publication date: 16 May 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1494921828

zbMATH Keywords

maximum likelihoodBayes estimatordominancepoint estimationpredictive density estimationbounded meanalpha divergencereflected normal loss

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Bayesian predictive distribution for a Poisson model with a parametric restriction ⋮ Bayesian wavelet Stein's unbiased risk estimation of multivariate normal distribution under reflected normal loss ⋮ On predictive density estimation with additional information ⋮ Bayesian predictive distribution for a negative binomial model ⋮ On predictive density estimation under \(\alpha\)-divergence loss

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