Asymptotic behavior of Bayes estimates under possibly incorrect models

DOI10.1214/AOS/1028144851zbMath0929.62022OpenAlexW2033739354MaRDI QIDQ1807093

Xavier Milhaud, Olaf Bunke

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1028144851

zbMATH Keywords

consistencyasymptotic normalityinconsistent Bayes estimatesincorrect parametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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• Some asymptotic theory for the bootstrap
• Consistency of maximum likelihood and Bayes estimates
• The asymmetric one-dimensional constrained Ising model: Rigorous results
• On the measurability and consistency of minimum contrast estimates
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Some contributions to the asymptotic theory of Bayes solutions
• Consistency a Posteriori

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