Bernshteĭn-von Mises theorems for nonparametric function analysis via locally constant modelling: a unified approach

DOI10.1016/j.jspi.2015.02.007zbMath1394.62034OpenAlexW2073020253MaRDI QIDQ899548

Gudmund Horn Hermansen, Nils Lid Hjort

Publication date: 29 December 2015

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2015.02.007

zbMATH Keywords

Bayesian nonparametricsstep functionsfunction estimationBernstein-von Mises for windowslocally constantvarying maximum likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)

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