Robustness of Ferguson's Bayes estimator of a distribution function

DOI10.1214/AOS/1176346168MaRDI QIDQ789121zbMATH OpenOpenAlexFDO

Authors Myles Hollander, Robert C. Hannum

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/1176346168

zbMATH Keywords

Bayes risksymmetric distributionexplicit expressioninvariant Dirichlet processinvariant priorrobustness of Ferguson estimatorsymmetry structure

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(3)

• On the Use of the Concentration Function in Bayesian Robustness
• A conversation with Myles Hollander
• Bayesian improver of a distribution

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