The tails of probabilities chosen from a Dirichlet prior

DOI10.1214/AOS/1176345996MaRDI QIDQ1051997zbMATH OpenOpenAlexFDO

Authors Hani Doss, Thomas M. Sellke

Publication date 1982

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

Full work available at URL https://doi.org/10.1214/aos/1176345996

zbMATH Keywords

Dirichlet process priorstails of probabilities

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sample path properties (60G17)

Cited in

(9)

• A class of measure-valued Markov chains and Bayesian nonparametrics
• Posterior consistency of Dirichlet mixtures in density estimation
• Dirichlet mean identities and laws of a class of subordinators
• Borrowing strengh in hierarchical Bayes: posterior concentration of the Dirichlet base measure
• Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures
• Functionals of Dirichlet processes, the Cifarelli-Regazzini identity and beta-gamma processes
• Posterior asymptotics in Wasserstein metrics on the real line
• On posterior consistency of tail index for Bayesian kernel mixture models
• Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures

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