메뉴 건너뛰기




Volumn 13, Issue 4, 2003, Pages 1165-1178

Predictive densities: General asymptotic results and admissibility

Author keywords

divergence; Bayes predictive density; Estimative density; Jeffreys' prior; Kullback Leibler divergence; Probability matching prior

Indexed keywords


EID: 0346338300     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (1)

References (14)
  • 1
    • 85042251872 scopus 로고
    • Goodness of prediction fit
    • Aitchison, J. (1975). Goodness of prediction fit. Biometrika 62, 547-554.
    • (1975) Biometrika , vol.62 , pp. 547-554
    • Aitchison, J.1
  • 2
  • 3
    • 0000763454 scopus 로고
    • A decomposition for the likelihood ratio statistic and the Bartlett correction - A Bayesian argument
    • Bickel, P. J. and Ghosh, J. K. (1990). A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument. Ann. Statist. 18, 1070-1090.
    • (1990) Ann. Statist. , vol.18 , pp. 1070-1090
    • Bickel, P.J.1    Ghosh, J.K.2
  • 4
    • 0033148202 scopus 로고    scopus 로고
    • A generalized Bayes rule for prediction
    • Corcuera, J. M. and Giummole, F. (1999a). A generalized Bayes rule for prediction. Scand. J. Statist. 26, 265-279.
    • (1999) Scand. J. Statist. , vol.26 , pp. 265-279
    • Corcuera, J.M.1    Giummole, F.2
  • 5
    • 0347516420 scopus 로고    scopus 로고
    • On the relationship between α-connections and the asymptotic properties of predictive distributions
    • Corcuera, J. M. and Giummole, F. (1999b). On the relationship between α-connections and the asymptotic properties of predictive distributions, Bernoulli 5, 163-176.
    • (1999) Bernoulli , vol.5 , pp. 163-176
    • Corcuera, J.M.1    Giummole, F.2
  • 6
    • 0346885818 scopus 로고    scopus 로고
    • First order optimal predictive densities
    • Edited by P. Marriott and M. Salmon, Cambridge University Press, Cambridge
    • Corcuera, J. M. and Giummole, F. (2000). First order optimal predictive densities. In Applications of Differential Geometry to Econometrics (Edited by P. Marriott and M. Salmon), 214-229, Cambridge University Press, Cambridge.
    • (2000) Applications of Differential Geometry to Econometrics , pp. 214-229
    • Corcuera, J.M.1    Giummole, F.2
  • 7
    • 0034287153 scopus 로고    scopus 로고
    • Bayesian prediction with approximate frequentist validity
    • Datta, G. S., Mukerjee, R., Ghosh, M. and Sweeting, T. J. (2000). Bayesian prediction with approximate frequentist validity. Ann. Statist. 28, 1414-1426.
    • (2000) Ann. Statist. , vol.28 , pp. 1414-1426
    • Datta, G.S.1    Mukerjee, R.2    Ghosh, M.3    Sweeting, T.J.4
  • 8
    • 0001500591 scopus 로고
    • Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case
    • Ghosh, J. K. and Mukerjee, R. (1991). Characterization of priors under which Bayesian and frequentist Bartlett corrections are equivalent in the multiparameter case. J. Multivariate Anal. 38, 385-393.
    • (1991) J. Multivariate Anal. , vol.38 , pp. 385-393
    • Ghosh, J.K.1    Mukerjee, R.2
  • 9
    • 0001707473 scopus 로고
    • A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
    • Ghosh, J. K. and Sinha, B. K. (1981). A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem. Ann. Statist. 9, 1334-1338.
    • (1981) Ann. Statist. , vol.9 , pp. 1334-1338
    • Ghosh, J.K.1    Sinha, B.K.2
  • 10
    • 0000043796 scopus 로고
    • Predictive fit for natural exponential families
    • Harris, I. R. (1989). Predictive fit for natural exponential families. Biometrika 76, 675-684.
    • (1989) Biometrika , vol.76 , pp. 675-684
    • Harris, I.R.1
  • 11
    • 0001554897 scopus 로고    scopus 로고
    • On asymptotic properties of predictive distributions
    • Komaki, F. (1996). On asymptotic properties of predictive distributions. Biometrika 83, 299-313.
    • (1996) Biometrika , vol.83 , pp. 299-313
    • Komaki, F.1
  • 12
    • 0347516425 scopus 로고    scopus 로고
    • A shrinkage predictive distribution for multivariate normal observables
    • Komaki, F. (2001). A shrinkage predictive distribution for multivariate normal observables. Biometrika 88, 859-864.
    • (2001) Biometrika , vol.88 , pp. 859-864
    • Komaki, F.1
  • 13
    • 0000800881 scopus 로고
    • Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
    • Mukerjee, R. and Dey, D. K. (1993). Frequentist validity of posterior quantiles in the presence of a nuisance parameter: higher order asymptotics. Biometrika 80, 499-505.
    • (1993) Biometrika , vol.80 , pp. 499-505
    • Mukerjee, R.1    Dey, D.K.2
  • 14
    • 0242546936 scopus 로고
    • A simple predictive density based on the p* formula
    • Vidoni, P. (1995). A simple predictive density based on the p* formula. Biometrika 82, 855-863.
    • (1995) Biometrika , vol.82 , pp. 855-863
    • Vidoni, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.