Posterior concentration rates for mixtures of normals in random design regression

DOI10.1214/17-EJS1344zbMath1380.62210OpenAlexW2765201853MaRDI QIDQ1676779

Zacharie Naulet, Judith Rousseau

Publication date: 10 November 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1508810899

zbMATH Keywords

heavy tailsadaptive estimationnonparametric regressionHölder classrate of contractionBayesian nonparametric estimationmixture prior

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

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