Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors

DOI10.1214/11-AOS912zbMath1231.62061arXiv1009.1370MaRDI QIDQ661171

Dominique Bontemps

Publication date: 21 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.1370

zbMATH Keywords

adaptive estimationnonparametric Bayesian statisticsposterior asymptotic normalitysemiparametric Bayesian statistics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Bayesian inference (62F15)

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