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...
Saved in:
Main Author: |
Jan Johannes
Anna Simoni Rudolf Schenk |
---|---|
Format: | Journal Article |
Language: | English |
Place of publication: |
GENES 01.03.2020 CNGP-INSEE |
published in: | Annals of economics and statistics no. 137; pp. 83 - 116 |
Data of publication: | 20200301 |
ISSN: |
2115-4430 1968-3863 |
EISSN: |
1968-3863 |
Discipline: | Economics Statistics |
Subjects: | |
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 Database information Databases - DBIS |