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A note on a maximal Bernstein inequality
Bernstein inequality dependent sums maximal inequality mixing partial sums
2011/9/13
Abstract: We show somewhat unexpectedly that whenever a general Bernstein-type maximal inequality holds for partial sums of a sequence of random variables, a maximal form of the inequality is also val...
Bernstein von Mises Theorems for Gaussian Regression with increasing number of regressors
Bernstein von Mises Theorems Gaussian Regression increasing number of regressors
2010/12/1
This paper brings a contribution to the Bayesian theory of nonparametric and semiparametric estimation.