On Bayesian estimation of densities and sampling distributions: The posterior predictive distribution as the Bayes estimator

DOI10.1111/STAN.12258arXiv2008.00683OpenAlexW3210696651MaRDI QIDQ6089378

Agustín G. Nogales

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.00683

zbMATH Keywords

posterior predictive distributionBayesian density estimationBayesian estimation of the sampling distribution

Mathematics Subject Classification ID

Statistics (62-XX) Parametric inference (62Fxx) Statistical decision theory (62Cxx)

Cites Work

• Bayesianly justifiable and relevant frequency calculations for the applied statistician
• On a class of Bayesian nonparametric estimates: I. Density estimates
• On predictive density estimation with additional information
• Bayesian nonparametrics
• Fundamentals of Nonparametric Bayesian Inference
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