Bayesian prediction and estimation based on a shrinkage prior for a Poisson regression model

DOI10.1007/s42081-023-00238-7MaRDI QIDQ6578502

Fumiyasu Komaki

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

Kullback-Leibler divergenceinformation geometryJeffreys priorBayes extended estimatorinfinitesimal prediction

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Simultaneous prediction for independent Poisson processes with different durations
• Admissible predictive density estimation
• Bayesian shrinkage prediction for the regression problem
• Simultaneous prediction of independent Poisson observables
• Shrinkage priors for Bayesian prediction
• A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles
• PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
• Bayes Extended Estimators for Curved Exponential Families

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