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 estimation; nonparametric Bayesian statistics; posterior asymptotic normality; semiparametric Bayesian statistics

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

62F15: Bayesian inference

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