Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator
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Publication:2012208
DOI10.1214/16-AOS1469zbMath1371.62048arXiv1504.04814MaRDI QIDQ2012208
Publication date: 28 July 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.04814
empirical Bayesdensity estimationnonparametric regressionadaptationhierarchical BayesGaussian priormaximum marginal likelihood estimatorposterior contraction ratestruncation prior
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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