A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes

Ali Karimnezhad () and Mahmoud Zarepour ()
Additional contact information
Ali Karimnezhad: University of Ottawa
Mahmoud Zarepour: University of Ottawa

Metrika: International Journal for Theoretical and Applied Statistics, 2020, vol. 83, issue 3, No 3, 346 pages

Abstract: Abstract In this paper, we investigate Bayesian and robust Bayesian estimation of a wide range of parameters of interest in the context of Bayesian nonparametrics under a broad class of loss functions. Dealing with uncertainty regarding the prior, we consider the Dirichlet and the Dirichlet invariant priors, and provide explicit form of the resulting Bayes and robust Bayes estimators. Tractability of the results is supported by numerous examples of different well-known loss functions. The practical utility of the proposed Bayes and robust Bayes estimators are examined for a real data set.

Keywords: Bayesian estimation; Bayesian nonparametrics; Dirichlet process; Dirichlet invariant process (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s00184-019-00737-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:83:y:2020:i:3:d:10.1007_s00184-019-00737-2

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-019-00737-2

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().