On Some Optimal Bayesian Nonparametric Rules for Estimating Distribution Functions

DOI10.1080/07474938.2013.807183zbMath1491.62256OpenAlexW2001292945MaRDI QIDQ5080447

Fabrizio Ruggeri

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2013.807183

zbMATH Keywords

Bayesian analysisDirichlet processposterior regret\( \Gamma \)-minimax

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Nonparametric inference (62G99)

Related Items (3)

A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes ⋮ Robustness in Bayesian nonparametrics ⋮ On a new class of multivariate prior distributions: theory and application in reliability

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• An overview of robust Bayesian analysis. (With discussion)
• Nonparametric Bayesian data analysis
• A Bayesian analysis of some nonparametric problems
• Bayesian Analysis of Stochastic Process Models
• Conditional ¡-minimax actions under convex losses
• Nonparametric Bayes Inference for Concordance in Bivariate Distributions
• Nonparametric Bayesian Estimation of Survival Curves from Incomplete Observations
• Bayesian Nonparametric Inference for Random Distributions and Related Functions
• Bayesian reliability analysis of complex repairable systems
• Robust Bayesian analysis
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