On improved predictive density estimation with parametric constraints
نویسندگان
چکیده
منابع مشابه
Minimaxity in predictive density estimation with parametric constraints
This paper is concerned with estimation of a predictive density with parametric constraints under Kullback-Leibler loss. When an invariance structure is embedded in the problem, general and unified conditions for the minimaxity of the best equivariant predictive density estimator are derived. These conditions are applied to check minimaxity in various restricted parameter spaces in location and...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2011
ISSN: 1935-7524
DOI: 10.1214/11-ejs603