Hierarchical Bayes versus empirical Bayes density predictors under general divergence loss
一般散度损失下的层级贝叶斯与经验贝叶斯预测密度
Consider the problem of finding a predictive density of a new observation drawn independently of observations sampled from a multivariate normal distribution with the same unknown mean vector and the same known variance under general divergence loss. In this paper, we consider two kinds of prior distribution for the mean vector: one is a multivariate normal distribution with mean based on unknown regression coefficients, and the other further assumes that the regression…