Bayesian Inference on Multivariate Medians and Quantiles

DOI10.5705/ss.202020.0108OpenAlexW3174429077MaRDI QIDQ5037838

Subhashis Ghosal, Indrabati Bhattacharya

Publication date: 4 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.10110

zbMATH Keywords

Dirichlet processempirical processaffine equivarianceDonsker classmultivariate medianBayesian bootstrap

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Bayesian nonparametric tests for multivariate locations ⋮ Bernstein-von Mises theorem and misspecified models: a review ⋮ Direct and approximately valid probabilistic inference on a class of statistical functionals

Cites Work

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• On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
• Uniform Central Limit Theorems
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