Optimal Bayesian Estimation of a Regression Curve, a Conditional Density, and a Conditional Distribution

In this paper, several related estimation problems are addressed from a Bayesian point of view, and optimal estimators are obtained for each of them when some natural loss functions are considered. The problems considered are the estimation of a regression curve, a conditional distribution function,...

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Bibliographic Details
Main Author: Agustín G. Nogales
Format: Article
Language:English
Published: MDPI AG 2022-04-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/8/1213