Abstract
This paper considers the problem of reporting a “posterior distribution” using a parametric family of distributions while working in a nonparametric framework. This “posterior” is obtained as the solution to a decision problem and can be found via a well-known optimization algorithm.
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Walker, S.G., Gutiérrez-Peña, E. Bayesian parametric inference in a nonparametric framework. TEST 16, 188–197 (2007). https://doi.org/10.1007/s11749-006-0008-8
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DOI: https://doi.org/10.1007/s11749-006-0008-8