Showing 1 - 4 of 4
In this paper we derive adaptive non-parametric rates of concentration of the posterior distributions for the density model on the class of Sobolev and Besov spaces. For this purpose, we build prior models based on wavelet or Fourier expansions of the logarithm of the density. The prior models...
Persistent link: https://www.econbiz.de/10010861471
In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on [0, 1]. We consider a parametrization of Beta distributions in terms of mean and scale parameters and construct a mixture of these Betas in the mean parameter,...
Persistent link: https://www.econbiz.de/10008551687
In this work we investigate the asymptotic properties of nonparametric bayesian mixtures of Betas for estimating a smooth density on [0,1]. We consider a parameterisation of Betas distributions in terms of mean and scale parameters and construct a mixture of these Betas in the mean parameter,...
Persistent link: https://www.econbiz.de/10011072141
In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on [0, 1]. We consider a parametrization of Beta distributions in terms of mean and scale parameters and construct a mixture of these Betas in the mean parameter,...
Persistent link: https://www.econbiz.de/10011073964