Convergence of dirichlet invariant measures and the limits of bayes estimates

DOI10.1080/03610928808829629zbMath0664.62012OpenAlexW2081260459MaRDI QIDQ3814541

Ram C. Tiwari

Publication date: 1988

Full work available at URL: https://doi.org/10.1080/03610928808829629

zbMATH Keywords

squared lossDirichlet invariant prior measurelimiting Bayes estimateweak convergence of Dirichlet invariant measures

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Nonparametric Bayesian modelling using skewed Dirichlet processes

Cites Work

• Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• A Bayesian analysis of some nonparametric problems
• Bayes estimates of estimable parameters with a direchlet invariant process
• Nonparametric bayes estimates of estimable parameters with a dirichlet invarant process and inveriant u-statistics
• Invariant U-statistics

This page was built for publication: Convergence of dirichlet invariant measures and the limits of bayes estimates