Pages that link to "Item:Q693733"
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The following pages link to Bernstein-von Mises theorem for linear functionals of the density (Q693733):
Displayed 34 items.
- Bayes procedures for adaptive inference in inverse problems for the white noise model (Q267016) (← links)
- Finite sample Bernstein-von Mises theorem for semiparametric problems (Q273627) (← links)
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- Nonparametric Bernstein-von Mises theorems in Gaussian white noise (Q385781) (← links)
- Posterior consistency in conditional distribution estimation (Q391574) (← links)
- Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840) (← links)
- Concentration rate and consistency of the posterior distribution for selected priors under monotonicity constraints (Q405362) (← links)
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- Critical dimension in the semiparametric Bernstein-von Mises theorem (Q492184) (← links)
- Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors (Q661171) (← links)
- Bernstein-von Mises theorem for linear functionals of the density (Q693733) (← links)
- A Bernstein-von Mises theorem for smooth functionals in semiparametric models (Q892238) (← links)
- Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach (Q899548) (← links)
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC (Q900925) (← links)
- A tutorial on Fisher information (Q1680996) (← links)
- Efficient semiparametric estimation and model selection for multidimensional mixtures (Q1746537) (← links)
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors (Q1950889) (← links)
- Semiparametric Bernstein-von Mises for the error standard deviation (Q1951109) (← links)
- Posterior convergence and model estimation in Bayesian change-point problems (Q1952049) (← links)
- On the Bernstein-von Mises phenomenon in the Gaussian white noise model (Q1952190) (← links)
- Bayesian inference for partially identified smooth convex models (Q2000867) (← links)
- On frequentist coverage errors of Bayesian credible sets in moderately high dimensions (Q2278674) (← links)
- Comment: ``Bayes, oracle Bayes and empirical Bayes'' (Q2325629) (← links)
- Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
- Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors (Q2392501) (← links)
- Nonasymptotic approach to Bayesian semiparametric inference (Q2631198) (← links)
- Bayesian Optimal Adaptive Estimation Using a Sieve Prior (Q2852628) (← links)
- Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models (Q2859312) (← links)
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models (Q3451715) (← links)
- Adaptive Bayesian Procedures Using Random Series Priors (Q3460673) (← links)
- A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics (Q4641673) (← links)
- Construction of credible intervals for nonlinear regression models with unknown error distributions (Q5240633) (← links)
- Frequentist Consistency of Variational Bayes (Q5242465) (← links)
- Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets'' (Q5971373) (← links)