论文标题

回归曲线的贝叶斯估计器的一致性

Consistency of the Bayes Estimator of a Regression Curve

论文作者

Nogales, Agustin G.

论文摘要

证明了$ l^1 $平方损耗功能的回归曲线的贝叶斯估计器的强一致性。还显示了$ l^1 $和$ l^1 $平方损失功能的估算仪的贝叶斯风险的收敛。回归曲线的贝叶斯估计器是相对于后验预测分布的回归曲线。

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.

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