Honest Bayesian confidence sets for the \(L^2\)-norm

DOI10.1016/j.jspi.2014.06.005zbMath1329.62217arXiv1311.7474WikidataQ109042763 ScholiaQ109042763MaRDI QIDQ899534

Botond Szabó, Harry van Zanten, Aad W. van der Vaart

Publication date: 29 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.7474

zbMATH Keywords

coverage; uncertainty quantification; credible sets

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62G15: Nonparametric tolerance and confidence regions

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