On Bayes procedures
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Publication:5540971
DOI10.1007/BF00535479zbMATH Open0158.17606MaRDI QIDQ5540971FDOQ5540971
Publication date: 1965
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Cites Work
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
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- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- Note on the Consistency of the Maximum Likelihood Estimate
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- Sequential Design of Experiments
- A Necessary and Sufficient Condition for the Existence of Consistent Estimates
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- A Bound for the Law of Large Numbers for Discrete Markov Processes
Cited In (only showing first 100 items - show all)
- Bayesian estimation of Huff curves
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- Bayesian inference with misspecified models
- The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation
- The semiparametric Bernstein-von Mises theorem
- Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
- Pólya tree posterior distributions on densities
- Optional Pólya tree and Bayesian inference
- Bayesian quantile regression using random B-spline series prior
- Convergence rates of posterior distributions.
- 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 for posterior distributions and adaptive estimation
- A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
- The dynamics of efficient asset trading with heterogeneous beliefs
- 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
- Bayesian nonparametric regression with varying residual density
- Convergence rates for density estimation with Bernstein polynomials.
- On posterior consistency of survival models
- Bayesian nonparametric location-scale-shape mixtures
- A Bernstein-von Mises theorem in the nonparametric right-censoring model
- Consistency of Bayes estimators without the assumption that the model is correct
- The exponential rates of convergence of posterior distributions
- On posterior consistency in nonparametric regression problems
- Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
- An inverse of Sanov's theorem
- Bayesian Factor Analysis for Inference on Interactions
- On adaptive posterior concentration rates
- Title not available (Why is that?)
- Asymptotic limit of the Bayes actions set derived from a class of loss functions
- Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.
- Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
- Asymptotics for posterior hazards
- Quantile index coefficient model with variable selection
- Misspecification in infinite-dimensional Bayesian statistics
- The role of beliefs in inference for rational expectations models
- A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
- Asymptotics in Bayesian decision theory with applications to global robustness
- Posterior consistency of Dirichlet mixtures in density estimation
- 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
- ON CONVERGENCE RATES FOR NONPARAMETRIC POSTERIOR DISTRIBUTIONS
- 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
- Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models
- New approaches to Bayesian consistency
- A Bernstein-von Mises theorem for discrete probability distributions
- Dynamics of Bayesian updating with dependent data and misspecified models
- The Bernstein-von Mises theorem under misspecification
- The consistency of posterior distributions in nonparametric problems
- Frequentistic approximations to Bayesian prevision of exchangeable random elements
- Bayesian Repulsive Gaussian Mixture Model
- Posterior consistency of Dirichlet mixtures for estimating a transition density
- On the generic nonconvergence of Bayesian actions and beliefs
- Classification via Bayesian Nonparametric Learning of Affine Subspaces
- Estimation in Dirichlet random effects models
- POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
- Posterior consistency of logistic Gaussian process priors in density estimation
- A theoretical note on the prior information criterion
- A Hoeffding-type inequality for ergodic time series
- Kullback Leibler property of kernel mixture priors in Bayesian density estimation
- A Bayesian Approach to Non-Parametric Monotone Function Estimation
- On Bayes estimates
- Qualitative Robustness in Bayesian Inference
- Critical dimension in the semiparametric Bernstein-von Mises theorem
- Strongly Consistent Detection for Nonparametric Hypotheses
- Bayesian density estimation for compositional data using random Bernstein polynomials
- A Bayesian nonparametric estimator of a multivariate survival function
- Bayesian nonparametric model selection and model testing
- Rate-optimal posterior contraction for sparse PCA
- Title not available (Why is that?)
- On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis
- Bayesian semiparametric Wiener system identification
- Posterior contraction rates of the phylogenetic Indian buffet processes
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- Bayesian regression with nonparametric heteroskedasticity
- Asymptotic properties of posterior distributions
- Rational expectations equilibrium: An alternative approach
- Bayesian modeling of joint and conditional distributions
- Convergence properties of sequential Bayesian \(D\)-optimal designs
- Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification
- Generalized Bayes approach to inverse problems with model misspecification
- Approximate Bayesian computation using asymptotically normal point estimates
- Bayesian Smoothing of Photon-Limited Images with Applications in Astronomy
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Bayesian frequentist hybrid inference
- On strong Hellinger consistency of posterior distributions
- Convergence rates of variational posterior distributions
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Fixed-Domain Posterior Contraction Rates for Spatial Gaussian Process Model with Nugget
- Asymptotic Theory of Information-Theoretic Experimental Design
- Convergence rates of nonparametric posterior distributions
- Rates of Posterior Convergence for iid Observations
- On Bayesian consistency for flows observed through a passive scalar
- Title not available (Why is that?)
- Sufficient conditions for Bayesian consistency
- Heavy-Tailed Density Estimation
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