Pitman closeness domination in predictive density estimation for two-ordered normal means under $$\alpha$$-divergence loss

Yuan-Tsung Chang; Nobuo Shinozaki; William E. Strawderman

doi:10.1007/s42081-019-00043-1

Pitman closeness domination in predictive density estimation for two-ordered normal means under $$\alpha$$-divergence loss

Japanese Journal of Statistics and Data Science ◽

10.1007/s42081-019-00043-1 ◽

2019 ◽

Vol 3 (1) ◽

pp. 1-21

Author(s):

Yuan-Tsung Chang ◽

Nobuo Shinozaki ◽

William E. Strawderman

Keyword(s):

Density Estimation ◽

Predictive Density ◽

Normal Means ◽

Pitman Closeness

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Stochastic domination in predictive density estimation for ordered normal means underα-divergence loss

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2014.02.014 ◽

2014 ◽

Vol 128 ◽

pp. 1-9 ◽

Cited By ~ 2

Author(s):

Yuan-Tsung Chang ◽

William E. Strawderman

Keyword(s):

Density Estimation ◽

Predictive Density ◽

Stochastic Domination ◽

Normal Means

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On predictive density estimation for location families under integrated absolute error loss

Bernoulli ◽

10.3150/16-bej842 ◽

2017 ◽

Vol 23 (4B) ◽

pp. 3197-3212 ◽

Cited By ~ 3

Author(s):

Tatsuya Kubokawa ◽

Éric Marchand ◽

William E. Strawderman

Keyword(s):

Density Estimation ◽

Absolute Error ◽

Predictive Density ◽

Error Loss

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Exact Minimax Strategies for Predictive Density Estimation, Data Compression, and Model Selection

IEEE Transactions on Information Theory ◽

10.1109/tit.2004.836922 ◽

2004 ◽

Vol 50 (11) ◽

pp. 2708-2726 ◽

Cited By ~ 27

Author(s):

F. Liang ◽

A. Barron

Keyword(s):

Model Selection ◽

Data Compression ◽

Density Estimation ◽

Predictive Density ◽

Minimax Strategies

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Asymptotic minimax risk of predictive density estimation for non-parametric regression

Bernoulli ◽

10.3150/09-bej222 ◽

2010 ◽

Vol 16 (2) ◽

pp. 543-560 ◽

Cited By ~ 1

Author(s):

Xinyi Xu ◽

Feng Liang

Keyword(s):

Density Estimation ◽

Minimax Risk ◽

Predictive Density ◽

Parametric Regression ◽

Asymptotic Minimax ◽

Non Parametric

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Exact Minimax Predictive Density Estimation and MDL

Advances in Minimum Description Length ◽

10.7551/mitpress/1114.003.0011 ◽

2005 ◽

Keyword(s):

Density Estimation ◽

Predictive Density

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On Predictive Density Estimation under α-Divergence Loss

Mathematical Methods of Statistics ◽

10.3103/s1066530719020030 ◽

2019 ◽

Vol 28 (2) ◽

pp. 127-143

Author(s):

A. L’Moudden ◽

È. Marchand

Keyword(s):

Density Estimation ◽

Predictive Density

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On efficient prediction and predictive density estimation for normal and spherically symmetric models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2019.02.002 ◽

2019 ◽

Vol 173 ◽

pp. 18-25

Author(s):

Dominique Fourdrinier ◽

Éric Marchand ◽

William E. Strawderman

Keyword(s):

Density Estimation ◽

Spherically Symmetric ◽

Predictive Density ◽

Efficient Prediction

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Exact minimax strategies for predictive density estimation, data compression and model selection

Proceedings IEEE International Symposium on Information Theory, ◽

10.1109/isit.2002.1023421 ◽

2003 ◽

Author(s):

Feng Liang ◽

A.R. Barron

Keyword(s):

Model Selection ◽

Data Compression ◽

Density Estimation ◽

Predictive Density ◽

Minimax Strategies

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Admissible predictive density estimation

The Annals of Statistics ◽

10.1214/07-aos506 ◽

2008 ◽

Vol 36 (3) ◽

pp. 1156-1170 ◽

Cited By ~ 14

Author(s):

Lawrence D. Brown ◽

Edward I. George ◽

Xinyi Xu

Keyword(s):

Density Estimation ◽

Predictive Density

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Minimaxity in predictive density estimation with parametric constraints

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2013.01.001 ◽

2013 ◽

Vol 116 ◽

pp. 382-397 ◽

Cited By ~ 7

Author(s):

Tatsuya Kubokawa ◽

Éric Marchand ◽

William E. Strawderman ◽

Jean-Philippe Turcotte

Keyword(s):

Density Estimation ◽

Predictive Density

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