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 riskexplicit expressioninvariant Dirichlet processinvariant priorrobustness of Ferguson estimatorsymmetric distributionsymmetry structure

Mathematics Subject Classification ID

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

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Cited in

(3)

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

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