On inconsistent Bayes estimates of location

DOI10.1214/AOS/1176349843MaRDI QIDQ1077833zbMATH OpenOpenAlexFDO

Authors Persi Diaconis, David Freedman

Publication date 1986

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176349843

zbMATH Keywords

C infinity densitycompact supportDirichlet priorsinconsistent Bayes estimates of locationposterior distribution

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

Review text

This paper is related to the authors paper ibid. 14, 1-26 (1986; see the foregoing review, Zbl 0595.62022). In some relatively natural settings, Bayes estimates of location are shown to be inconsistent.

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