Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model

DOI10.1080/02331888.2022.2075363zbMath1493.62195OpenAlexW4280568097MaRDI QIDQ5089924

Xinsheng Liu, Yuncai Yu, Peng Wu, Ling Liu

Publication date: 15 July 2022

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2022.2075363

zbMATH Keywords

Besov spacesoptimal convergence ratefractional likelihoodBayesian waveletmodified empirical prior

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Minimax procedures in statistical decision theory (62C20)

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