Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution

DOI10.1016/j.jspi.2010.12.011zbMath1207.62067OpenAlexW1970980125MaRDI QIDQ629143

Toshio Ohnishi, Takemi Yanagimoto

Publication date: 8 March 2011

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.2010.12.011

zbMATH Keywords

maximum likelihood estimatormarginal likelihoodposterior meanDIClogarithmic divergencecanonical parameter\(e\)-mixture

Mathematics Subject Classification ID

Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (3)

Unnamed Item ⋮ Unnamed Item ⋮ Permissible boundary prior function as a virtually proper prior density

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The formal definition of reference priors
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Estimation of the mean of a multivariate normal distribution
• The Kullback-Leibler risk of the Stein estimator and the conditional MLE
• Reference priors for shrinkage and smoothing parameters
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Smoothing methods in statistics
• Bayesian prediction of a density function in terms of \(e\)-mixture
• Shrinkage priors for Bayesian prediction
• Decomposition of Prediction Error
• The Use of Marginal Likelihood for a Diagnostic Test for the Goodness of Fit of the Simple Linear Regression Model
• On asymptotic properties of predictive distributions
• Goodness of prediction fit
• Fully Bayesian spline smoothing and intrinsic autoregressive priors
• Bayesian Measures of Model Complexity and Fit
• Predictive fit for natural exponential families
• A Generalized Bayes Rule for Prediction
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Integration of Stochastic Models by Minimizing α-Divergence
• Objective Bayesian analysis of spatial data with measurement error
• The Estimation of Prediction Error

This page was built for publication: Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution