Bayesian shrinkage prediction for the regression problem
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- George, Edward I. & Xu, Xinyi, 2008. "Predictive Density Estimation For Multiple Regression," Econometric Theory, Cambridge University Press, vol. 24(2), pages 528-544, April.
- Marriott,Paul & Salmon,Mark (ed.), 2000. "Applications of Differential Geometry to Econometrics," Cambridge Books, Cambridge University Press, number 9780521651165, October.
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- Komaki, Fumiyasu, 2015. "Simultaneous prediction for independent Poisson processes with different durations," Journal of Multivariate Analysis, Elsevier, vol. 141(C), pages 35-48.
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More about this item
Keywords
primary; 62F07; 62F15 secondary; 62C10; 62J07 Bayesian prediction Shrinkage estimation Normal regression Superharmonic function Minimaxity Kullback-Leibler divergence;All these keywords.
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