234 FUTURE RESEARCH TOPICS
framework’s ability to handle partial prior information will help to push it into the
statistical mainstream. We propose to call this general idea partial- or semi-Bayes.
12.2.7 Nonparametric problems
By nonparametric, here we mean those problems where the parameter of interest
is infinite-dimensional, i.e., θ is a function rather than a number or vector. For ex-
ample, θ could be the density function itself or perhaps a regression function. Re-
search in this direction has focused primarily on producing estimators of the infinite-
dimensional parameter and studying the estimator’s convergence properties. While
there has been some interest in recent literature on the construction of confidence
bands for θ, work on valid probabilistic ...