Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods

DOI10.1214/24-EJS2277MaRDI QIDQ6595795

Fumiyasu Komaki, Michiko Okudo

Publication date: 30 August 2024

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

zbMATH Keywords

empirical BayesStein's priorBayes extended estimatorextended plug-in density

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• Title not available (Why is that?)
• Empirical Bayes predictive densities for high-dimensional normal models
• Admissible predictive density estimation
• Bayesian shrinkage prediction for the regression problem
• Partial differential equations. 3rd ed
• On improved predictive density estimation with parametric constraints
• Improved minimax predictive densities under Kullback-Leibler loss
• A shrinkage predictive distribution for multivariate normal observables
• Singular value shrinkage priors for Bayesian prediction
• PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION
• Bayes Extended Estimators for Curved Exponential Families
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

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