On inconsistent Bayes estimates in the discrete case

DOI10.1214/AOS/1176346325MaRDI QIDQ794066zbMATH OpenOpenAlexFDO

Authors David Freedman, Persi Diaconis

Publication date 1983

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346325

zbMATH Keywords

consistencyBayes ruleposterior distributiondiscrete caseDirichlet priorsinconsistent Bayes estimatestail-free prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20)

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(15)

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• Examples of inconsistent Bayes procedures based on observations on dynamical systems
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• On exchangeable sampling distributions for uncontrolled data
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• On posterior consistency of tail index for Bayesian kernel mixture models
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