20 citations · 36 across the 10 of their papers we have counts for
12 papers · 1 filter
Predictive density estimators with integrated loss
Pankaj Bhagwat, Eric Marchand
This paper addresses the problem of an efficient predictive density estimation for the density of based on for . T…
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{…
On shrinkage estimation of a spherically symmetric distribution for balanced loss functions
Lahoucine Hobbad, Éric Marchand, Idir Ouassou
We consider the problem of estimating the mean vector of a -dimensional spherically symmetric distributed based on balanced loss functions of the forms: {\bf (i)} $ωρ(\|…
Bayesian estimation and prediction for certain mixtures
Aziz LMoudden, Éric Marchand
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include…
On shrinkage estimation for balanced loss functions
Éric Marchand, William E. Strawderman
The estimation of a multivariate mean is considered under natural modifications of balanced loss function of the form: (i) , and (i…
On Predictive Density Estimation for Location Families under Integrated and Losses
Tatsuya Kubokawa, Éric Marchand, William E. Strawderman
Our investigation concerns the estimation of predictive densities and a study of efficiency as measured by the frequentist risk of such predictive densities with integrated a…