Rate of convergence of predictive distributions for dependent data

DOI10.3150/09-BEJ191zbMath1375.60063arXiv1001.2152OpenAlexW3102446558MaRDI QIDQ605900

Pietro Rigo, Irene Crimaldi, Patrizia Berti, Luca Pratelli

Publication date: 15 November 2010

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.2152

zbMATH Keywords

central limit theoremexchangeabilityempirical distributionstable convergencepredictive distributionconditional identity in distributionBayesian predictive inference

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Convergence of probability measures (60B10)

Related Items (12)

Asymptotics of certain conditionally identically distributed sequences ⋮ Asymptotic predictive inference with exchangeable data ⋮ Frequentistic approximations to Bayesian prevision of exchangeable random elements ⋮ Rate of convergence of predictive distributions for dependent data ⋮ Asymptotics of Predictive Distributions ⋮ Bayesian Predictive Inference Without a Prior ⋮ Rate of convergence of empirical measures for exchangeable sequences ⋮ A class of models for Bayesian predictive inference ⋮ A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns ⋮ On universal algorithms for classifying and predicting stationary processes ⋮ Uniform rates of the Glivenko-Cantelli convergence and their use in approximating Bayesian inferences ⋮ Central limit theorems for an Indian buffet model with random weights

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