Nearly minimax empirical Bayesian prediction of independent Poisson observables
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Publication:6540920
DOI10.1016/J.SPL.2024.110075MaRDI QIDQ6540920
Publication date: 17 May 2024
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Point estimation (62F10) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)
Cites Work
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- A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
- A shrinkage predictive distribution for multivariate normal observables
- Singular value shrinkage priors for Bayesian prediction
- On asymptotic properties of predictive distributions
- Simultaneous Estimation of the Means of Independent Poisson Laws
- Goodness of prediction fit
- Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss
- Bayesian predictive distribution for a Poisson model with a parametric restriction
- Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences
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