Asymptotic properties of predictive recursion: robustness and rate of convergence
type: Item
instance of: scholarly article
title: Asymptotic properties of predictive recursion: robustness and rate of convergence
zbMATH Open document ID: 1326.62107
DOI: 10.1214/09-EJS458
author: Ryan Martin
author: Surya T. Tokdar
published in: Electronic Journal of Statistics
publication date: 2013-05-27T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1261671305
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G35
zbMATH DE Number: 6166487
zbMATH Keywords: almost supermartingale
zbMATH Keywords: density estimation
zbMATH Keywords: empirical Bayes
zbMATH Keywords: Kullback-Leibler projection
zbMATH Keywords: mixture models
MaRDI profile type: Publication
cites work: Q4836494
cites work: Admissible predictive density estimation
cites work: Microarrays, empirical Bayes and the two-groups model
cites work: Rates of convergence for the Gaussian mixture sieve.
cites work: Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
cites work: Q5310587
cites work: On the Optimum Rate of Transmitting Information
cites work: Misspecification in infinite-dimensional Bayesian statistics
cites work: Stochastic approximation
cites work: Consistent estimation of a mixing distribution
cites work: Q3803964
cites work: The geometry of mixture likelihoods: A general theory
cites work: Stochastic approximation and Newton's estimate of a mixing distribution
cites work: Q3580347
cites work: Q4217238
cites work: A recursive algorithm for nonparametric analysis with missing data
cites work: Convex models, MLE and misspecification
cites work: On Interchanging Limits and Integrals
cites work: Q4773116
cites work: Consistency of a recursive estimate of mixing distributions
OpenAlex ID: W2122454068
description: scientific article; zbMATH DE number 6166487