Bayesian nonparametric point estimation under a conjugate prior

DOI10.1016/S0167-7152(02)00097-4MaRDI QIDQ1613099zbMATH OpenFDO

Authors Xuefeng Li, Linda H. Zhao

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(02)00097-4

zbMATH Keywords

Gaussian prioroptimal ratepoint estimation

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Recommendations

• Bayesian aspects of some nonparametric problems
• A note on Bayesian nonparametric regression function estimation
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Cites work

• Asymptotic equivalence of nonparametric regression and white noise
• Bayesian aspects of some nonparametric problems
• Minimax risk over hyperrectangles, and implications
• Optimal filtering of square-integrable signals in Gaussian noise
• Renormalization exponents and optimal pointwise rates of convergence
• Smoothing noisy data with spline functions

Cited in

(8)

• On the posterior pointwise convergence rate of a Gaussian signal under a conjugate prior
• A note on Bayesian nonparametric regression function estimation
• Minimax Bayes estimation in nonparametric regression
• Bayesian aspects of some nonparametric problems
• Pointwise optimality of Bayesian wavelet estimators
• Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
• Bayesian estimation for nonparametric regression
• A risk bound in Sobolev class regression

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