Predictive density estimators with integrated \(L_1\) loss
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Publication:6168117
DOI10.1016/j.jmva.2023.105190arXiv2210.00972MaRDI QIDQ6168117
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Publication date: 8 August 2023
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.00972
plug-inBayes estimationspherical symmetryuniform distributiondominanceinadmissibilitypredictive densityrestricted parameterfrequentist risk\(L_1\) lossscale expansion
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)
Cites Work
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