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Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models
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Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models
Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models
Johannes
Johannes
Simoni
Simoni
SC
Schenk
Schenk
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1 January 2020
journal article
Published by
JSTOR
in
Annals of Economics and Statistics
No. 137
https://doi.org/10.15609/annaeconstat2009.137.0083
Abstract
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 inter...
Keywords
ADAPTIVE
MODELS
POSTERIOR
BAYESIAN ESTIMATION
ESTIMATION IN INDIRECT
INDIRECT GAUSSIAN SEQUENCE
Cited by 1 article