Asymptotic predictive inference with exchangeable data

DOI10.1214/17-BJPS367zbMath1404.60007WikidataQ129403208 ScholiaQ129403208MaRDI QIDQ1620933

Pietro Rigo, Patrizia Berti, Luca Pratelli

Publication date: 15 November 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1534492903

zbMATH Keywords

filtrationexchangeabilityempirical measureconditional identity in distributionpredictive measurerandom probability measureBayesian consistency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Exchangeability for stochastic processes (60G09)

Related Items (2)

On the characterization of exchangeable sequences through reverse-martingale empirical distributions ⋮ Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences

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