On posterior consistency in nonparametric regression problems

DOI10.1016/j.jmva.2007.01.004zbMath1138.62020OpenAlexW1989520638MaRDI 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 functionsprobability metricsieveHellinger metricempirical probability measurealmost sure consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites Work

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• Posterior consistency of Gaussian process prior for nonparametric binary regression
• Convergence rates of posterior distributions for non iid observations
• Posterior consistency for semi-parametric regression problems
• New approaches to Bayesian consistency
• Posterior consistency of Dirichlet mixtures in density estimation
• Convergence rates for posterior distributions and adaptive estimation
• Weak convergence and empirical processes. With applications to statistics
• The consistency of posterior distributions in nonparametric problems
• Posterior consistency of logistic Gaussian process priors in density estimation
• Alternative posterior consistency results in nonparametric binary regression using Gaussian process priors
• Bayesian Estimation of the Spectral Density of a Time Series
• On Bayes procedures

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