Nonparametric Sequential Bayes Estimation of the Distribution Function

DOI10.1080/07474940500311013MaRDI QIDQ5711147zbMATH OpenOpenAlexFDO

Authors Malay Ghosh, Bhramar Mukherjee

Publication date 9 December 2005

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940500311013

zbMATH Keywords

asymptotically pointwise optimal (APO)Bayes stopping ruleDirichlet processsquared error loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

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Cites work

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Cited in

(9)

• Nonparametric inference for sequential \(k\)-out-of-\(n\) systems
• A Bayesian nonparametric sequential test for the mean of a population
• Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions
• Bayesian estimation of the parameters in n non-independent and non-identical series system
• Sequential Estimation of a Continuous Distribution Function from Delayed Observations
• scientific article; zbMATH DE number 4217710 (Why is no real title available?)
• On some optimal Bayesian nonparametric rules for estimating distribution functions
• Nonparametric empirical Bayes estimation based on generalized Laguerre series
• Sequential estimation of quantiles from delayed observations

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