Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates (Q1072291)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3942756
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates |
scientific article; zbMATH DE number 3942756 |
Statements
Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates (English)
0 references
1985
0 references
The consistency properties of the Bayesian estimators of \(\theta\), constructed in part I of this paper, see the preceding review, Zbl 0587.62070, are investigated when the prior on F is of the ''Dirichlet type''. It is shown that if F is a discrete distribution function, then the Bayes estimators are consistent. However, if F is continuous, the Bayes estimators can be inconsistent.
0 references
frequentist approach
0 references
Dirichlet process prior
0 references
posterior distribution
0 references
estimation of median
0 references
consistency properties
0 references
discrete distribution
0 references
0.9643428
0 references
0.9310467
0 references
0.8944771
0 references
0.88855314
0 references
0.8805767
0 references
0.87445736
0 references
0.8741621
0 references
