Consistency of Bayes Estimates for Nonparametric Regression: A Review

  • P. Diaconis
  • D. A. Freedman

Abstract

This paper reviews some recent studies of frequentist properties of Bayes estimates. In nonparametric regression, natural priors can lead to inconsistent estimators; although in some problems, such priors do give consistent estimates.

Keywords

Entropy 

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Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • P. Diaconis
    • 1
  • D. A. Freedman
    • 2
  1. 1.Harvard UniversityUSA
  2. 2.University of California at BerkeleyBerkeleyUSA

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