A direct approach to understanding posterior consistency of Bayesian regression problems
DOI10.1080/03610926.2010.498646zbMATH Open1225.62010OpenAlexW2031033267MaRDI QIDQ3100653FDOQ3100653
Authors: Seongbaek Yi, Taeryon Choi 
Publication date: 18 November 2011
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2010.498646
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nonparametric regressionorthogonalityquadratic formposterior density consistencysample size dependent prior
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10)
Cites Work
- On posterior consistency in nonparametric regression problems
- Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
- Convergence rates of posterior distributions for non iid observations
- A Useful Convergence Theorem for Probability Distributions
- Bayesian aspects of some nonparametric problems
- Posterior consistency of Dirichlet mixtures in density estimation
- Rates of convergence of posterior distributions.
- Asymptotic normality of posterior distributions in high-dimensional linear models
- New approaches to Bayesian consistency
- Linear Models in Statistics
- Posterior consistency of Gaussian process prior for nonparametric binary regression
- A converse to Scheffé's theorem
- Information-theoretic determination of minimax rates of convergence
- Bayesian Inference for Semiparametric Regression Using a Fourier Representation
- A note on the Bayes factor in a semiparametric regression model
- Title not available (Why is that?)
- A note on Bayesian nonparametric regression function estimation
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