Consistency of a recursive estimate of mixing distributions

DOI10.1214/08-AOS639zbMath1173.62020arXiv0908.3418OpenAlexW3103405120MaRDI QIDQ834348

Ryan Martin, Surya T. Tokdar, Jayanta K. Ghosh

Publication date: 19 August 2009

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

Full work available at URL: https://arxiv.org/abs/0908.3418

zbMATH Keywords

empirical Bayesmixture modelsrecursive density estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15) Monte Carlo methods (65C05) Sequential estimation (62L12)

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