On inconsistent Bayes estimates in the discrete case

DOI10.1214/aos/1176346325zbMath0539.62003OpenAlexW1588387115MaRDI QIDQ794066

Persi Diaconis, David Freedman

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346325

zbMATH Keywords

consistencyposterior distributiondiscrete caseBayes ruleDirichlet priorsinconsistent Bayes estimatestail-free prior

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (7)

The role of beliefs in inference for rational expectations models ⋮ On exchangeable sampling distributions for uncontrolled data ⋮ An inconsistent Bayes estimator in bivariated survival curve analysis ⋮ Consistency of Bayes estimators of a binary regression function ⋮ Empirical Bayesian test of the smoothness ⋮ Nonparametric hierarchical Bayes analysis of binomial data via Bernstein polynomial priors ⋮ Exponential posterior consistency via generalized Pólya urn schemes in finite semiparametric mixtures

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