arXiv subjects

Agustin G. Nogales

Publications and source records attributed to Agustin G. Nogales.

2 recordsLinked to original sources

arXiv2022

Consistency of the Bayes Estimator of a Regression Curve

Strong consistency of the Bayes estimator of a regression curve for the $L^1$-squared loss function is proved. It is also shown the convergence to 0 of the Bayes risk of this estimator both for the $L^1$ and $L^1$-squared loss functions. The Bayes estimator of a regression curve is the regression curve with respect to the posterior predictive distribution.

math.ST↗

arXiv2022

The Bayes Estimator of a Conditional Density: Consistency

In a Bayesian framework we prove that the optimal estimator of a conditional density is consistent.

math.ST↗