Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics
DOI10.1080/03610928708829385zbMATH Open0612.62061OpenAlexW2097122072MaRDI QIDQ3753293FDOQ3753293
Publication date: 1987
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928708829385
squared error lossasymptotic normalestimable functionsDirichlet invariant process priorinvariant U-statisticslimits of Bayes estimates
Bayesian inference (62F15) Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Bayesian analysis of some nonparametric problems
- Bayes estimates of estimable parameters with a direchlet invariant process
- Characteristic functions of means of distributions chosen from a Dirichlet process
- Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
- Invariant U-statistics
- Relations between limiting bayes estimates and the u-statistics for estimable parameters of degrees 2 and 3
- On the Goodness-of-Fit Problem for Continuous Symmetric Distributions
Cited In (6)
- Bayes estimation of Dirichlet process parameter
- Deficiencies of u-statistics of degree 2 under symmetric distributions
- Convergence of dirichlet invariant measures and the limits of bayes estimates
- Bayesian bootstrapping for symmetric distributions
- Estimation under invariant distributions
- The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
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