Asymptotics of Bayesian median loss estimation

DOI10.1016/J.JMVA.2010.04.013zbMATH Open1203.62025OpenAlexW2072551513MaRDI QIDQ990880FDOQ990880

Authors: Chi Wai Yu, Bertrand S. Clarke 

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.013

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zbMATH Keywords

asymptoticsregressionmedianleast trimmed squares estimatorloss functionposteriorleast median of squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) General nonlinear regression (62J02)

Cites Work

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• Regression Quantiles
• Probability for Statisticians
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Least Median of Squares Regression
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• The Selection of Prior Distributions by Formal Rules
• Cube root asymptotics
• Least trimmed squares in nonlinear regression under dependence
• Bayesian model selection using test statistics
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• Bayesian nonparametrics
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• Objective Bayesian model selection in Gaussian graphical models
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• Convergence properties of conditional medians
• Asymptotics of Bayesian median loss estimation
• The Bernstein-Von Mises Theorem for Markov Processes
• Consistency of the least median of squares estimator in nonlinear regression

Cited In (4)

• Asymptotics of Bayesian median loss estimation
• Asymptotic Bayes risks for a general class of losses
• Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates
• Median loss decision theory

Uses Software

• nlmdl

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