Kubokawa, Tatsuya; Marchand, Éric; Strawderman, William E. - In: Journal of Multivariate Analysis 116 (2013) C, pp. 382-397
This paper is concerned with estimation of a predictive density with parametric constraints under Kullback–Leibler loss. When an invariance structure is embedded in the problem, general and unified conditions for the minimaxity of the best equivariant predictive density estimator are derived....