2 papers
stat.ME2022
Predictive densities for multivariate normal models based on extended models and shrinkage Bayes methods
Michiko Okudo, Fumiyasu Komaki
We investigate predictive densities for multivariate normal models with unknown mean vectors and known covariance matrices. Bayesian predictive densities based on shrinkage priors…
math.ST2019
Bayes Extended Estimators for Curved Exponential Families
Michiko Okudo, Fumiyasu Komaki
The Bayesian predictive density has complex representation and does not belong to any finite-dimensional statistical model except for in limited situations. In this paper, we intro…