Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model

DOI10.1080/02331888.2022.2075363zbMath1493.62195MaRDI QIDQ5089924

Xinsheng Liu, Yuncai Yu, Peng Wu, Ling Liu

Publication date: 15 July 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2022.2075363

zbMATH Keywords

Besov spaces; optimal convergence rate; fractional likelihood; Bayesian wavelet; modified empirical prior

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62C20: Minimax procedures in statistical decision theory