Approximating priors by finite mixtures
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Antonio Lijoi
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Article
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2003
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Elsevier Science
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English
β 197 KB
The problem of approximating a prior by a suitable ΓΏnite mixture of distributions, with respect to Prokhorov's metric, is considered. We give explicit estimates of the error of approximation when the statistical model is a suitable exponential family. An illustrative example shows an application of