Nonasymptotic Bounds for Bayesian Order Identification with Application to Mixtures
Antoine Chambaz, Judith Rousseau · RePEc: Research Papers in Economics · 2005
The efficiency of two Bayesian order estimators is studied. By using nonparametric techniques, we prove new underestimation and overestimation bounds. The results apply to various models, including mixture models. In this case, the errors are shown to be O(e −an) and O((log n) b / √ n) (a,b> 0), respectively. 1. Introduction. Order