On some optimal Bayesian nonparametric rules for estimating distribution functions

DOI10.1080/07474938.2013.807183MaRDI QIDQ5080447zbMATH OpenOpenAlexFDO

Authors Fabrizio Ruggeri

Publication date 31 May 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2013.807183

zbMATH Keywords

Bayesian analysisDirichlet processposterior regret\( \Gamma \)-minimax

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Nonparametric inference (62G99)

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Cited in

(4)

• Optimization in the space of distribution functions and applications in the Bayes analysis
• Robustness in Bayesian nonparametrics
• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
• On a new class of multivariate prior distributions: theory and application in reliability

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