Asymptotic properties of posterior distributions in nonparametric regression with non-Gaussian errors

DOI10.1007/S10463-008-0168-2zbMATH Open1332.62130OpenAlexW2020355545MaRDI QIDQ904050FDOQ904050

Authors: Taeryon Choi 

Publication date: 15 January 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0168-2

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zbMATH Keywords

Kullback-Leibler divergenceposterior consistencyHellinger metricsymmetric densityprior positivityuniformly consistent tests

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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• On Consistency of Bayesian Inference with Mixtures of Logistic Regression
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Cited In (7)

• On asymptotic properties of Bayesian partially linear models
• Bayesian nonparametric regression with varying residual density
• Consistency of posterior distributions for heteroscedastic nonparametric regression models
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• On posterior consistency in nonparametric regression problems
• Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
• Gaussian approximation of general non-parametric posterior distributions

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