On Bayes procedures - MaRDI portal

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scientific article; zbMATH DE number 3112287 (Why is no real title available?)
scientific article; zbMATH DE number 3137798 (Why is no real title available?)
scientific article; zbMATH DE number 3143211 (Why is no real title available?)
scientific article; zbMATH DE number 3083069 (Why is no real title available?)
A Bound for the Law of Large Numbers for Discrete Markov Processes
A Necessary and Sufficient Condition for the Existence of Consistent Estimates
Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
Note on the Consistency of the Maximum Likelihood Estimate
On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
Sequential Design of Experiments

Cited in

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Asymptotic properties of posterior distributions
Bayesian estimation of Huff curves
Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
Bayesian inference with misspecified models
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Convergence properties of sequential Bayesian \(D\)-optimal designs
Bayesian learning with Wasserstein barycenters
Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
The semiparametric Bernstein-von Mises theorem
Generalized Bayes approach to inverse problems with model misspecification
Asymptotic equivalence of empirical likelihood and Bayesian MAP
Bayesian frequentist hybrid inference
Bayesian Smoothing of Photon-Limited Images with Applications in Astronomy
Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
Approximate Bayesian computation using asymptotically normal point estimates
Convergence rates of variational posterior distributions
On strong Hellinger consistency of posterior distributions
On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
Optional Pólya tree and Bayesian inference
Convergence rates of nonparametric posterior distributions
Asymptotic Theory of Information-Theoretic Experimental Design
Pólya tree posterior distributions on densities
Bayesian quantile regression using random B-spline series prior
Sufficient conditions for Bayesian consistency
On Bayesian consistency for flows observed through a passive scalar
Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective
Finite sample Bernstein-von Mises theorem for semiparametric problems
Convergence rates of posterior distributions.
scientific article; zbMATH DE number 7306910 (Why is no real title available?)
Identification and estimation in quantile varying-coefficient models with unknown link function
A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
Convergence rates for posterior distributions and adaptive estimation
The dynamics of efficient asset trading with heterogeneous beliefs
Posterior asymptotics in Wasserstein metrics on the real line
Heavy-Tailed Density Estimation
Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors
Nonparametric Bayes classification and hypothesis testing on manifolds
Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
On asymptotic optimality of bayes empirical bayes estimators
Bayesian nonparametric regression with varying residual density
Bayesian nonparametric location-scale-shape mixtures
Convergence rates for density estimation with Bernstein polynomials.
On posterior consistency of survival models
Consistency of posterior distributions for heteroscedastic nonparametric regression models
Consistency of Bayes estimators without the assumption that the model is correct
A Bernstein-von Mises theorem in the nonparametric right-censoring model
The exponential rates of convergence of posterior distributions
Criteria for posterior consistency and convergence at a rate
Qualitative robustness in Bayesian inference
Approximate Bayesian computation via classification
A diffusion process perspective on posterior contraction rates for parameters
Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
On posterior consistency in nonparametric regression problems
An inverse of Sanov's theorem
scientific article; zbMATH DE number 7306861 (Why is no real title available?)
Modern Bayesian asymptotics
Robust sparse Bayesian infinite factor models
Posterior contraction rates for stochastic block models
Bayesian density regression for discrete outcomes
On adaptive posterior concentration rates
Extending Doob's consistency theorem to nonparametric densities
Sup-Hellinger consistency for local density regression
Rate exact Bayesian adaptation with modified block priors
On posterior consistency of tail index for Bayesian kernel mixture models
Bayesian definition of random sequences with respect to conditional probabilities
Bayesian Factor Analysis for Inference on Interactions
Comparing and Weighting Imperfect Models Using D-Probabilities
Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models
Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.
Posterior consistency in conditional density estimation by covariate dependent mixtures
Bayesian consistency for Markov models
Nonparametric adaptive Bayesian regression using priors with tractable normalizing constants and under qualitative assumptions
scientific article; zbMATH DE number 7415111 (Why is no real title available?)
A Bayesian approach to non-parametric monotone function estimation
On uniform consistency of nonparametric tests. I
Rates and coverage for monotone densities using projection-posterior
Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials
Bayesian consistency with the supremum metric
Asymptotic limit of the Bayes actions set derived from a class of loss functions
Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
Posterior consistency for the spectral density of non‐Gaussian stationary time series
Asymptotics for posterior hazards
Quantile index coefficient model with variable selection
The role of beliefs in inference for rational expectations models
Asymptotics in Bayesian decision theory with applications to global robustness
A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
Misspecification in infinite-dimensional Bayesian statistics
Posterior consistency of Dirichlet mixtures in density estimation
Frequentist validity of Bayesian limits
Rates of convergence of posterior distributions.
The asymptotic equivalence of Bayes and maximum likelihood estimation
A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
Posterior rates of convergence for Dirichlet mixtures of exponential power densities
Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior
ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
Comparing weak and strong convergence of density functions
Asymptotic inference for stochastic processes

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