On posterior consistency in nonparametric regression problems

DOI10.1016/j.jmva.2007.01.004zbMath1138.62020MaRDI QIDQ2426740

Mark J. Schervish, Taeryon Choi

Publication date: 23 April 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2007.01.004

zbMATH Keywords

differentiable functions; probability metric; sieve; Hellinger metric; empirical probability measure; almost sure consistency

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

Related Items

Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth, Posterior consistency of Gaussian process prior for nonparametric binary regression, Rates of contraction of posterior distributions based on Gaussian process priors, Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors

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