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-consistent estimation of the density of residuals in random design regression models

✍ Scribed by Luc Devroye; Tina Felber; Michael Kohler; Adam Krzyżak


Book ID
116890347
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
221 KB
Volume
82
Category
Article
ISSN
0167-7152

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Under minimum assumptions on the stochastic regressors, strong consistency of Bayes estimates is established in stochastic regression models in two cases: (1) When the prior distribution is discrete, the p.d.f. f of i.i.d. random errors is assumed to have finite Fisher information I= & ( f $) 2 Âf