- The Bayes Estimator of a Conditional Density: Consistency(arXiv)
Author : Agustin G. Nogales
Abstract : In a Bayesian framework we prove that the optimal estimator of a conditional density is consistent.
2.A Note on Consistency of the Bayes Estimator of the Density (arXiv)
Author : A. G. Nogales
Abstract : Under mild conditions, it is shown the strong consistency of the Bayes estimator of the density. Moreover, the Bayes risk (for some common loss functions) of the Bayes estimator of the density (i.e. the posterior predictive density) reaches zero when the sample size goes to ∞. In passing, a similar result is obtained for the estimation of the sampling distribution.
3.On the UMVUE and Closed-Form Bayes Estimator for Pr(X
Author : Tau Raphael Rasethuntsa
Abstract : This article considers the parametric estimation of Pr(X