Coverage of credible intervals in nonparametric monotone regression
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Publication:2039800
DOI10.1214/20-AOS1989zbMath1469.62232OpenAlexW3143096306MaRDI QIDQ2039800
Moumita Chakraborty, Subhashis Ghosal
Publication date: 5 July 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/20-aos1989
monotonicitynonparametric regressioncoveragecredible setChernoff's distributionrecalibrationprojection-posterior
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)
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