Bayesian variance estimation in the Gaussian sequence model with partial information on the means

DOI10.1214/19-EJS1671zbMath1454.62097arXiv1904.04525MaRDI QIDQ2286367

Gianluca Finocchio, Johannes Schmidt-Hieber

Publication date: 22 January 2020

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

Full work available at URL: https://arxiv.org/abs/1904.04525

zbMATH Keywords

maximum likelihoodsemiparametric inferencefrequentist BayesGaussian sequence modelBernstein-von Mises theorems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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