Bayesian Optimal Adaptive Estimation Using a Sieve Prior

DOI10.1002/sjos.12002zbMath1364.62102arXiv1204.2392OpenAlexW3123767603MaRDI QIDQ2852628

Ghislaine Gayraud, Julyan Arbel, Judith Rousseau

Publication date: 9 October 2013

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

Full work available at URL: https://arxiv.org/abs/1204.2392

zbMATH Keywords

adaptationwhite noise modelrate of contractionnonparametric modelssieve priorminimax criteria

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Nonparametric statistical resampling methods (62G09)

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