An analysis of Bayesian inference for nonparametric regression

DOI10.1214/aos/1176349157zbMath0778.62003OpenAlexW1982265941MaRDI QIDQ688394

Dennis D. Cox

Publication date: 9 January 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349157

zbMATH Keywords

observation modelfrequentist coverage probabilityposterior expectationcontinuous time signal estimation problemGaussian prior distributionhigh order stochastic differential equationposterior probability regions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes (62M99)

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