Laplace approximations to means and variances with asymptotic modes
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Publication:1039475
DOI10.1016/j.jspi.2009.06.015zbMath1177.62020MaRDI QIDQ1039475
Publication date: 30 November 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.06.015
62E20: Asymptotic distribution theory in statistics
62F15: Bayesian inference
41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
Related Items
Applications of Laplace’s method in Bayesian analysis and related topics, Specification tests based on MCMC output
Cites Work
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- Asymptotic Expansions Associated with Posterior Distributions