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: | , |
|---|---|
| Formato: | Journal article |
| Publicado em: |
Institute of Mathematical Statistics
2017
|