The Annals of Statistics

On Inconsistent Bayes Estimates of Location

P. Diaconis and D. Freedman

Full-text: Open access

Abstract

In some relatively natural settings, Bayes estimates of location are shown to be inconsistent.

Article information

Source
Ann. Statist., Volume 14, Number 1 (1986), 68-87.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176349843

Digital Object Identifier
doi:10.1214/aos/1176349843

Mathematical Reviews number (MathSciNet)
MR829556

Zentralblatt MATH identifier
0595.62023

JSTOR
links.jstor.org

Subjects
Primary: 62A15
Secondary: 62E20: Asymptotic distribution theory

Keywords
Bayes estimates consistency Dirichlet priors

Citation

Diaconis, P.; Freedman, D. On Inconsistent Bayes Estimates of Location. Ann. Statist. 14 (1986), no. 1, 68--87. doi:10.1214/aos/1176349843. https://projecteuclid.org/euclid.aos/1176349843


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