On Bayes procedures - MaRDI portal

Cites Work

Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
Title not available (Why is that?)
Title not available (Why is that?)
On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
Note on the Consistency of the Maximum Likelihood Estimate
Title not available (Why is that?)
Sequential Design of Experiments
A Necessary and Sufficient Condition for the Existence of Consistent Estimates
Title not available (Why is that?)
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

This page was built for publication: On Bayes procedures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5540971)