Semiparametric Bernstein-von Mises for the error standard deviation

DOI10.1214/13-EJS768zbMath1337.62087MaRDI QIDQ1951109

Harry van Zanten, R. de Jonge

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1359041590

zbMATH Keywords

nonparametric regressionBayesian inferenceestimation of error variancesemiparametric Bernstein-von Mises

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric statistical resampling methods (62G09)

Related Items (4)

Supremum norm posterior contraction and credible sets for nonparametric multivariate regression ⋮ Bayesian linear regression for multivariate responses under group sparsity ⋮ Posterior concentration for Bayesian regression trees and forests ⋮ Bayesian variance estimation in the Gaussian sequence model with partial information on the means

Cites Work

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