On the consistency of posterior mixtures and its applications

DOI10.1214/aos/1176347986zbMath0741.62005OpenAlexW2038090835MaRDI QIDQ1175408

Somnath Datta

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176347986

zbMATH Keywords

posterior meanmixing distributionasymptotic optimalityrisk functionBayes empirical Bayes rulescompact state-spaceconsistency of posterior mixturesempirical Bayes rulehyper- priorunknown prior

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

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