Consistency a Posteriori

Cited in

(24)

On the normality a posteriori for exponential distributions, using the Bayesian estimation
Properties and convergence of a posteriori probabilities in classification problems
Asymptotic behavior of Bayes estimates under possibly incorrect models
Maximum likelihood principle and model selection when the true model is unspecified
Asymptotic properties of posterior distributions derived from misspecified models
Limited information likelihood and Bayesian analysis
Asymptotic global robustness in Bayesian decision theory
The Bernstein-von Mises theorem under misspecification
Dynamics of Bayesian updating with dependent data and misspecified models
Models as approximations. I. Consequences illustrated with linear regression
An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
Brittleness of Bayesian inference under finite information in a continuous world
Sharp total variation bounds for finitely exchangeable arrays
Temporal aggregation of lognormal AR processes
Bayesian selection of multiresponse nonlinear regression model
Bayesian nonparametric statistical inference for Poisson point processes
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Dynamic misspecification in nonparametric cointegrating regression
Asymptotics in Bayesian decision theory with applications to global robustness
Particle learning for fat-tailed distributions
Flexible evaluation of surrogate markers with Bayesian model averaging
A Bayesian ``sandwich for variance estimation
Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression
De Finetti's theorem for abstract finite exchangeable sequences

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