Article ID Journal Published Year Pages File Type
10525056 Journal of Statistical Planning and Inference 2011 11 Pages PDF
Abstract
► The notion of latent information priors is introduced. ► Parametric submodels of multinomial models are considered. ► Predictive densities are evaluated by the Kullback-Leibler divergence. ► Limits of Bayesian predictive densities form an essentially complete class. ► Minimax predictive densities are constructed by using latent information priors.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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