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...

詳細記述

書誌詳細
主要な著者: Bochkina, N, Rousseau, J
フォーマット: Journal article
出版事項: Institute of Mathematical Statistics 2017