Asymptotic normality of the posterior given a statistic

DOI10.2307/3315937zbMath1056.62019OpenAlexW1978142681MaRDI QIDQ4652914

Ao Yuan, Bertrand S. Clarke

Publication date: 28 February 2005

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/cd1fab6a80cea6225160a1596f1791de39245367

zbMATH Keywords

local limit theorempartial informationposterior normality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Bayesian inference (62F15)

Related Items (7)

Partial information reference priors: Derivation and interpretations ⋮ Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion) ⋮ Approximate Bayesian computation using asymptotically normal point estimates ⋮ Conditional limit laws for goodness-of-fit tests ⋮ Closed form expressions for Bayesian sample size ⋮ On oracle property and asymptotic validity of Bayesian generalized method of moments ⋮ A note on Moore's conjecture

Cites Work

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• Consistency of maximum likelihood and Bayes estimates
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• Partial information reference priors: Derivation and interpretations
• Posterior convergence given the mean
• Further remarks on asymptotic normality of likelihood and conditional analyses
• Asymptotic normality of the posterior in relative entropy
• The bootstrap and Edgeworth expansion

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