activity
20112022
most citedOn Bayesian Estimation of Densities and Sampling Distributions: the Posterior Predictive Distribution as the Bayes Estimator

6 citations · 6 across the 11 of their papers we have counts for

collaborators
Showing 2021Show all

2 papers · 1 filter

math.ST2021

A Note on Consistency of the Bayes Estimator of the Density

A. G. Nogales

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…

math.ST2021

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

A. G. Nogales

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…