On Consistency of the Bayes Estimator of the Density
Under mild conditions, strong consistency of the Bayes estimator of the density is proved. Moreover, the Bayes risk (for some common loss functions) of the Bayes estimator of the density (i.e., the posterior predictive density) goes to zero as the sample size goes to ∞. In passing, a similar result...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-02-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/4/636 |