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

DOI10.1007/S10463-008-0168-2MaRDI QIDQ904050zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1614382 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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• Convergence rates of posterior distributions for non iid observations
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• On Bayes procedures
• On Consistency of Bayesian Inference with Mixtures of Logistic Regression
• On inconsistent Bayes estimates of location
• On posterior consistency in nonparametric regression problems
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• Posterior consistency for semi-parametric regression problems
• Posterior consistency of Gaussian process prior for nonparametric binary regression
• Posterior consistency of logistic Gaussian process priors in density estimation
• Rates of convergence of posterior distributions.
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• The consistency of posterior distributions in nonparametric problems
• Uniformly powerful goodness of fit tests

Cited in

(7)

• 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
• On asymptotic properties of Bayesian partially linear models
• Gaussian approximation of general non-parametric posterior distributions
• Bayesian nonparametric regression with varying residual density
• Consistency of posterior distributions for heteroscedastic nonparametric regression models

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