Pankaj Bhagwat

activity

20222026

collaborators

4 papers

math.ST2026

Proper Bayes minimax multiple shrinkage estimation

Pankaj Bhagwat, William E. Strawderman, Edward I. George

For the canonical problem of estimating a multivariate normal mean under squared error loss, we demonstrate, for the first time, the existence of proper Bayes minimax multiple shri…

math.ST2025

Unbiased estimation in one-parameter exponential families for the inverse of the natural parameter with extensions

Pankaj Bhagwat, Eric Marchand

For one-parameter continuous exponential families, we identify an unbiased estimator of the inverse of the natural parameter $θ$ for cases where $θ > 0$ , extending an earlier result…

math.ST2022

Predictive density estimators with integrated $L_{1}$ loss

Pankaj Bhagwat, Eric Marchand

This paper addresses the problem of an efficient predictive density estimation for the density $q (∥ y - θ ∥^{2})$ of $Y$ based on $X \sim p (∥ x - θ ∥^{2})$ for $y, x, θ \in R^{d}$ . T…

math.ST2022

Bayesian inference and prediction for mean-mixtures of normal distributions

Pankaj Bhagwat, Eric Marchand

We study frequentist risk properties of predictive density estimators for mean mixtures of multivariate normal distributions, involving an unknown location parameter $θ\in \mathbb{…

Proper Bayes minimax multiple shrinkage estimation

Unbiased estimation in one-parameter exponential families for the inverse of the natural parameter with extensions

Predictive density estimators with integrated L1​ loss

Bayesian inference and prediction for mean-mixtures of normal distributions

Predictive density estimators with integrated $L_{1}$ loss