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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

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math.ST2022

Consistency of the Bayes Estimator of a Regression Curve

Agustin G. Nogales

Strong consistency of the Bayes estimator of a regression curve for the -squared loss function is proved. It is also shown the convergence to 0 of the Bayes risk of this estim…

math.ST2022

The Bayes Estimator of a Conditional Density: Consistency

Agustin G. Nogales

In a Bayesian framework we prove that the optimal estimator of a conditional density is consistent.