Frequentist coverage of adaptive nonparametric Bayesian credible sets

DOI10.1214/14-AOS1270zbMath1317.62040arXiv1310.4489OpenAlexW1656051923MaRDI QIDQ2515484

J. H. van Zanten, Botond Szabó, Aad W. van der Vaart

Publication date: 5 August 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.4489

zbMATH Keywords

coverage uncertainty quantification credible set

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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