Supremum norm posterior contraction and credible sets for nonparametric multivariate regression

DOI10.1214/15-AOS1398zbMath1338.62121arXiv1411.6716WikidataQ57431822 ScholiaQ57431822MaRDI QIDQ292877

Subhashis Ghosal, William Weimin Yoo

Publication date: 9 June 2016

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

Full work available at URL: https://arxiv.org/abs/1411.6716

zbMATH Keywords

mixed partial derivatives; anisotropic smoothness; nonparametric multivariate regression; sup-norm posterior contraction; tensor product B-splines

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions