Asymptotic behaviour of the predictive density in the exchangeable case

DOI10.1016/0378-3758(95)00179-4zbMATH Open0859.62027OpenAlexW2032008788MaRDI QIDQ1817376FDOQ1817376

Authors: Julián de la Horra, Antonio Cuevas 

Publication date: 9 April 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00179-4

Recommendations

• Prediction and asymptotics
• Exchangeability, predictive distributions and parametric models
• Asymptotics of predictive distributions
• Asymptotically minimax Bayes predictive densities
• Asymptotic predictive inference with exchangeable data

zbMATH Keywords

asymptotic normalityexchangeabilityposterior distributionpriorpredictive densitymarginal densitydegenerate distributionasymptotic mean squared errorunknown mixing distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• On a class of Bayesian nonparametric estimates: I. Density estimates
• Fourier methods for estimating mixing densities and distributions
• An asymptotic result with respect to predictive distributions
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• Estimation of the mixing distribution for a normal mean with applications to the compound decision problem

Cited In (3)

• Inference for mixtures
• Comparing Bayesian and frequentist estimators in the exchangeable case
• On asymptotic properties of predictive distributions

Uses Software

• bootstrap

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