Posterior asymptotics in the supremum \(L_{1}\) norm for conditional density estimation
DOI10.1214/16-EJS1191zbMATH Open1357.62199OpenAlexW2551389474MaRDI QIDQ502795
Pierpaolo De Blasi, Stephen G. Walker
Publication date: 11 January 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1479287219
nonparametric Bayesian inferenceposterior asymptoticsconditional density estimationregression tree model
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
This page was built for publication: Posterior asymptotics in the supremum \(L_{1}\) norm for conditional density estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q502795)