Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models

In an indirect Gaussian sequence space model we derive lower and upper bounds for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value that generates the data. While this establishes posterior consistency, the concentration rate depends o...

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Bibliographic details
Main Author: Jan Johannes
Anna Simoni
Rudolf Schenk
Format: Journal Article
Language: English
Place of publication: GENES 01.03.2020
published in: Annals of economics and statistics no. 137; pp. 83 - 116
Data of publication: 20200301
ISSN: 2115-4430
EISSN: 1968-3863
Discipline: Economics
Online Access: available in Bonn?
Database: CrossRef
Hyper Article en Ligne (HAL)
HAL-SHS: Archive ouverte en Sciences de l'Homme et de la Société
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