3 citations · 3 across the 14 of their papers we have counts for
4 papers · 1 filter
An Entropy-Energy Identity for Predictive Kullback-Leibler Regret in Infinitely Divisible Location Models
Kōsaku Takanashi, Kenichiro McAlinn
We consider predictive density estimation under logarithmic score for -dimensional infinitely divisible location models. Taking the formal Bayes predictive density under the Leb…
Inadmissibility and Transience
Kosaku Takanashi, Kenichiro McAlinn
We discuss the relation between the statistical question of inadmissibility and the probabilistic question of transience. Brown (1971) proved the mathematical link between the admi…
Equivariant online predictions of non-stationary time series
Kōsaku Takanashi, Kenichiro McAlinn
We discuss the finite sample theoretical properties of online predictions in non-stationary time series under model misspecification. To analyze the theoretical predictive properti…
Local Asymptotic Normality of Infinite-Dimensional Concave Extended Linear Models
Kosaku Takanashi
We study local asymptotic normality of M-estimates of convex minimization in an infinite dimensional parameter space. The objective function of M-estimates is not necessary differe…