Abstract We investigate the potential Bayesianity of maximum likelihood estimators (MLE), under absolute value error loss, for estimating the location parameter θ of symmetric and unimodal density functions in the presence of (i) a lower (or upper) bounded constraint, and (ii) an interval...

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....