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 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:	Minimax Economic models Inverse problems Sample size Threshing Bayes estimators Random variables Statistics Frequentism Oracles Economics and Finance Methods and statistics Humanities and Social Sciences
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