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

Tatsuya Kubokawa; Éric Marchand; William E. Strawderman

doi:10.3150/16-bej842

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

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2015.07.013 ◽

2015 ◽

Vol 142 ◽

pp. 57-74 ◽

Cited By ~ 3

Author(s):

Tatsuya Kubokawa ◽

Éric Marchand ◽

William E. Strawderman

Keyword(s):

Density Estimation ◽

Predictive Density ◽

Squared Error Loss ◽

Error Loss ◽

Squared Error ◽

Integrated Squared Error

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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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Local bandwidth selection for kernel density estimation from right-censored data based on asymptotic mean absolute error

Nonlinear Analysis ◽

10.1016/s0362-546x(96)00213-1 ◽

1997 ◽

Vol 30 (7) ◽

pp. 4375-4384 ◽

Cited By ~ 2

Author(s):

J.W. Kuhn ◽

W.J. Padgett

Keyword(s):

Density Estimation ◽

Censored Data ◽

Kernel Density Estimation ◽

Mean Absolute Error ◽

Bandwidth Selection ◽

Kernel Density ◽

Absolute Error ◽

Right Censored Data ◽

Selection For

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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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On least favourable two point priors and minimax estimators under absolute error loss

Metrika ◽

10.1007/bf02613693 ◽

1993 ◽

Vol 40 (1) ◽

pp. 283-298 ◽

Cited By ~ 3

Author(s):

Wolfgang Bischoff ◽

Werner Fieger

Keyword(s):

Absolute Error ◽

Error Loss ◽

Minimax Estimators

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MINIMAX ESTIMATION OF A BINOMIAL PROBABILITY UNDER WEIGHTED ABSOLUTE ERROR LOSS

Statistics & Risk Modeling ◽

10.1524/strm.1990.8.1.37 ◽

1990 ◽

Vol 8 (1) ◽

Author(s):

J. Eichenauer-Herrmann ◽

W. Gohout ◽

J. Lehn

Keyword(s):

Absolute Error ◽

Minimax Estimation ◽

Binomial Probability ◽

Error Loss

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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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