Asymptotic properties of predictive recursion: robustness and rate of convergence

DOI10.1214/09-EJS458zbMath1326.62107MaRDI QIDQ1952032

Ryan Martin, Surya T. Tokdar

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1261671305

zbMATH Keywords

empirical Bayes; density estimation; mixture models; Kullback-Leibler projection; almost supermartingale

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G35: Nonparametric robustness

62G05: Nonparametric estimation

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