Nonparametric Sequential Bayes Estimation of the Distribution Function

DOI10.1080/07474940500311013zbMath1080.62056MaRDI QIDQ5711147

Bhramar Mukherjee, Malay Ghosh

Publication date: 9 December 2005

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940500311013

zbMATH Keywords

squared error loss; Dirichlet process; Bayes stopping rule; asymptotically pointwise optimal (APO)

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62F15: Bayesian inference

62L12: Sequential estimation

62L15: Optimal stopping in statistics

Related Items

Sequential estimation of quantiles from delayed observations, Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions, Sequential Estimation of a Continuous Distribution Function from Delayed Observations

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