Li, Xuefeng; Zhao, Linda H. - In: Statistics & Probability Letters 58 (2002) 1, pp. 23-30
Estimation of a nonparametric regression function at a point is considered. The function is assumed to lie in a Sobolev space, Sq, of order q. The asymptotic squared-error performance of Bayes estimators corresponding to Gaussian priors is investigated as the sample size, n, increases. It is...