Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates (Q1072291)
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| Language | Label | Description | Also known as |
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| English | Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates |
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Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates (English)
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1985
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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.
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frequentist approach
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Dirichlet process prior
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posterior distribution
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estimation of median
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consistency properties
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discrete distribution
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