Consistency of Bayes Estimates for Nonparametric Regression: A Review

P. Diaconis and D. A. Freedman
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P. Diaconis: Harvard University
D. A. Freedman: University of California at Berkeley

Chapter 10 in Festschrift for Lucien Le Cam, 1997, pp 157-165 from Springer

Abstract: Abstract This paper reviews some recent studies of frequentist properties of Bayes estimates. In nonparametric regression, natural priors can lead to inconsistent estimators; although in some problems, such priors do give consistent estimates.

Keywords: Nonparametric Regression; Predictive Probability; Statistical Decision Theory; Normal Regression; Inconsistent Estimator (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-1880-7_10

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DOI: 10.1007/978-1-4612-1880-7_10

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