{ "id": "0804.0768", "version": "v1", "published": "2008-04-04T15:28:45.000Z", "updated": "2008-04-04T15:28:45.000Z", "title": "Bounds for Bayesian order identification with application to mixtures", "authors": [ "Antoine Chambaz", "Judith Rousseau" ], "comment": "Published in at http://dx.doi.org/10.1214/009053607000000857 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)", "journal": "Annals of Statistics 2008, Vol. 36, No. 2, 938-962", "doi": "10.1214/009053607000000857", "categories": [ "math.ST", "stat.TH" ], "abstract": "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 $O((\\log n)^b/\\sqrt{n})$ ($a,b>0$), respectively.", "revisions": [ { "version": "v1", "updated": "2008-04-04T15:28:45.000Z" } ], "analyses": { "keywords": [ "bayesian order identification", "application", "bayesian order estimators", "nonparametric techniques", "overestimation bounds" ], "tags": [ "journal article" ], "publication": { "publisher": "Institute of Mathematical Statistics", "journal": "Ann. Stat." }, "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2008arXiv0804.0768C" } } }