Estimating Normal Means with a Dirichlet Process Prior

DOI10.2307/2291223zbMath0791.62039OpenAlexW4248679889MaRDI QIDQ4292156

Michael D. Escobar

Publication date: 20 July 1994

Full work available at URL: https://doi.org/10.2307/2291223

zbMATH Keywords

Monte Carlo studyimportance samplingDirichlet process priormixtures of Dirichlet processesGibbs sampler algorithmnonparametric empirical Bayes estimatorsnonparametric Bayesian estimateparametric empirical Bayes estimatorsvector of normal means

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Probabilistic methods, stochastic differential equations (65C99)

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