Adaptive density estimation based on a mixture of Gammas
<p>We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mixture prior which can be viewed as a location mixture. We study convergence rates of Bayesian density estimator...
Main Authors: | Bochkina, N, Rousseau, J |
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格式: | Journal article |
出版: |
Institute of Mathematical Statistics
2017
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