Highest predictive density estimator in regression models
type: Item
instance of: scholarly article
title: Highest predictive density estimator in regression models
zbMATH Open document ID: 0761.62088
DOI: 10.1016/0304-4076(92)90088-9
author: Shigeru Iwata
published in: Journal of Econometrics
publication date: 1992-09-27T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62C12
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 63602
zbMATH Keywords: highest predictive density estimator
zbMATH Keywords: marginal likelihood
zbMATH Keywords: HPRD priors
zbMATH Keywords: posterior mean
zbMATH Keywords: HPRD estimator
zbMATH Keywords: shrinkage estimator
zbMATH Keywords: empirical Bayes approach
zbMATH Keywords: minimum risk
zbMATH Keywords: lower bound on the Bayes factor
MaRDI profile type: Publication
full work available at URL: 0304-4076(92)90088-9
OpenAlex ID: W2039271149
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description: scientific article; zbMATH DE number 63602