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Posterior contraction rates for support boundary recovery |
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| Institution: | 1. Department of Economics, Management and Statistics, University of Milano-Bicocca, U6 Building, Piazza dell’Ateneo Nuovo 1, 20126 Milano, Italy;2. Department of Mathematical Sciences, Mathematical Finance and Econometrics, Catholic University of the Sacred Heart, Via Necchi 9, 20123 Milano, Italy |
| Abstract: | |
| Keywords: | Frequentist Bayesian analysis Posterior contraction Poisson point process Boundary detection Gaussian prior Wavelet prior |
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