Adaptive density estimation based on a mixture of Gammas

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...

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Bibliografische gegevens
Hoofdauteurs:	Bochkina, N, Rousseau, J
Formaat:	Journal article
Gepubliceerd in:	Institute of Mathematical Statistics 2017

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