Admissible predictive density estimation

dc.creatorBrown, Lawrence D.
dc.creatorGeorge, Edward I.
dc.creatorXu, Xinyi
dc.date2008-06-18
dc.date.accessioned2026-07-07T12:19:35Z
dc.date.available2026-07-07T12:19:35Z
dc.descriptionLet $X|μ\sim N_p(μ,v_xI)$ and $Y|μ\sim N_p(μ,v_yI)$ be independent $p$-dimensional multivariate normal vectors with common unknown mean $μ$. Based on observing $X=x$, we consider the problem of estimating the true predictive density $p(y|μ)$ of $Y$ under expected Kullback--Leibler loss. Our focus here is the characterization of admissible procedures for this problem. We show that the class of all generalized Bayes rules is a complete class, and that the easily interpretable conditions of Brown and Hwang [Statistical Decision Theory and Related Topics (1982) III 205--230] are sufficient for a formal Bayes rule to be admissible.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AOS506 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0806.2914
dc.identifierhttp://arxiv.org/abs/0806.2914
dc.identifierAnnals of Statistics 2008, Vol. 36, No. 3, 1156-1170
dc.identifierdoi:10.1214/07-AOS506
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212808
dc.subjectStatistics Theory
dc.subject62C15 (Primary) 62C07, 62C10, 62C20 (Secondary)
dc.titleAdmissible predictive density estimation
dc.typetext

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