On the consistency of posterior mixtures and its applications (Q1175408)

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scientific article; zbMATH DE number 11557
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English
On the consistency of posterior mixtures and its applications
scientific article; zbMATH DE number 11557

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    On the consistency of posterior mixtures and its applications (English)
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    25 June 1992
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    The asymptotic optimality of the empirical Bayes rule is proved for a general component problem with compact state-space under reasonable conditions on the component distributions and the risk function.
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    consistency of posterior mixtures
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    unknown prior
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    posterior mean
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    hyper- prior
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    Bayes empirical Bayes rules
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    mixing distribution
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    asymptotic optimality
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    empirical Bayes rule
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    compact state-space
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    risk function
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