Bayesian nonparametric point estimation under a conjugate prior
نویسندگان
چکیده
منابع مشابه
Bayesian Nonparametric Point Estimation Under a Conjugate Prior
Estimation of a nonparametric regression function at a point is considered. The function is assumed to lie in a Sobolev space, Sq, of order q. The asymptotic squared-error performance of Bayes estimators corresponding to Gaussian priors is investigated as the sample size, n, increases. It is shown that for any such fixed prior on Sq the Bayes procedures do not attain the optimal minimax rate ov...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2002
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00097-4