Abstract
In some relatively natural settings, Bayes estimates of location are shown to be inconsistent.
Citation
P. Diaconis. D. Freedman. "On Inconsistent Bayes Estimates of Location." Ann. Statist. 14 (1) 68 - 87, March, 1986. https://doi.org/10.1214/aos/1176349843
Information
Published: March, 1986
First available in Project Euclid: 12 April 2007
zbMATH: 0595.62023
MathSciNet: MR829556
Digital Object Identifier: 10.1214/aos/1176349843
Subjects:
Primary:
62A15
Secondary:
62E20
Keywords:
Bayes estimates
,
consistency
,
Dirichlet priors
Rights: Copyright © 1986 Institute of Mathematical Statistics