Articles with "predictive density" as a keyword



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On predictive density estimation for Gamma models with parametric constraints

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Published in 2017 at "Journal of Statistical Planning and Inference"

DOI: 10.1016/j.jspi.2017.01.003

Abstract: Abstract This paper is concerned with prediction for Gamma models, and more specifically the estimation of a predictive density for Y ∼ G a ( α 2 , β ) under Kullback–Leibler loss, based on… read more here.

Keywords: estimation; density; gamma models; predictive density ... See more keywords