Nonparametric Sequential Bayes Estimation of the Distribution Function

DOI10.1080/07474940500311013zbMath1080.62056OpenAlexW1966150137MaRDI QIDQ5711147

Bhramar Mukherjee, Malay Ghosh

Publication date: 9 December 2005

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940500311013

zbMATH Keywords

squared error lossDirichlet processBayes stopping ruleasymptotically pointwise optimal (APO)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items

Sequential estimation of quantiles from delayed observations, Sequential Estimation of a Continuous Distribution Function from Delayed Observations, Sharp bounds on distribution functions and expectations of mixtures of ordered families of distributions

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