Bayesian prediction based on a class of shrinkage priors for location-scale models

Fumiyasu Komaki ()

Annals of the Institute of Statistical Mathematics, 2007, vol. 59, issue 1, pages 135-146

Keywords: Asymptotic theory; Jeffreys prior; Neyman–Scott model; Right invariant prior; Kullback–Leibler divergence (search for similar items in EconPapers)
View list of references

Downloads: (external link)
http://hdl.handle.net/10.1007/s10463-006-0102-4 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Ordering information: This journal article can be ordered from
http://link.springer.de/orders.htm

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is edited by G. Kitagawa

More articles in Annals of the Institute of Statistical Mathematics from Springer
Series data maintained by Christopher F Baum ().