Convergence of dirichlet invariant measures and the limits of bayes estimates

DOI10.1080/03610928808829629zbMATH Open0664.62012OpenAlexW2081260459MaRDI QIDQ3814541FDOQ3814541

Authors: Ram C. Tiwari 

Publication date: 1988

Full work available at URL: https://doi.org/10.1080/03610928808829629

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zbMATH Keywords

squared lossDirichlet invariant prior measurelimiting Bayes estimateweak convergence of Dirichlet invariant measures

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• A Bayesian analysis of some nonparametric problems
• Bayes estimates of estimable parameters with a direchlet invariant process
• Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
• Invariant U-statistics
• Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics

Cited In (10)

• Title not available (Why is that?)
• Nonparametric Bayesian modelling using skewed Dirichlet processes
• Limits of Bayes estimators in convex, truncated parameter spaces
• \(L^p\) metric criteria for directed convergence
• Learn-merge invariance of priors: A characterization of the Dirichlet distributions and processes
• Limiting Bayes estimates of estimable parameters based on Dirichlet processes
• Bayes estimates of estimable parameters with a direchlet invariant process
• On topological support of Dirichlet prior
• Title not available (Why is that?)
• \(L^\infty\) metric criteria for convergence in Bayesian recursive inference systems

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