Asymptotic behaviour of the predictive density in the exchangeable case

DOI10.1016/0378-3758(95)00179-4zbMath0859.62027OpenAlexW2032008788MaRDI QIDQ1817376

Julián de la Horra, Antonio Cuevas

Publication date: 9 April 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00179-4

zbMATH Keywords

asymptotic normalityexchangeabilityposterior distributionpriorpredictive densitymarginal densitydegenerate distributionasymptotic mean squared errorunknown mixing distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items

Comparing Bayesian and frequentist estimators in the exchangeable case, Inference for Mixtures

Uses Software

• bootstrap

Cites Work

• On a class of Bayesian nonparametric estimates: I. Density estimates
• On the consistency of Bayes estimates
• Estimation of the mixing distribution for a normal mean with applications to the compound decision problem
• Fourier methods for estimating mixing densities and distributions
• A Bayesian analysis of some nonparametric problems
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• An asymptotic result with respect to predictive distributions
• Deconvolving kernel density estimators
• A Bayesian Approach to Density Estimation
• Optimal Rates of Convergence for Deconvolving a Density
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Consistent deconvolution in density estimation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item