Consistency of maximum likelihood and Bayes estimates
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(19)- Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors
- Asymptotic behavior of Bayes estimates under possibly incorrect models
- Conditions equivalent to consistency of approximate MLE's for stochastic processes
- Necessary and sufficient conditions for consistency of generalized M- estimates
- On asymptotically optimal estimates for general observations
- Closed form expressions for Bayesian sample size
- Bayesian nonparametric model selection and model testing
- Asymptotically informative prior for Bayesian analysis
- Bayesian sensitivity analyses for hidden sub-populations in weighted sampling
- Conditions equivalent and doubly equivalent to consistency of approximate MLE's
- Asymptotic normality of the posterior given a statistic
- On Bayesian estimation via divergences
- Global information in statistical experiments and consistency of likelihood-based estimates and tests.
- Bayesian adjustment for unidirectional misclassification in ordinal covariates
- Bayesian regression models adjusting for unidirectional covariate misclassification
- Empirical Comparison for Bayes Estimators for the Parameters of AR(1) Process in case of Short Series
- Approximate Bayesian computation using asymptotically normal point estimates
- Likelihood-Free Parameter Estimation with Neural Bayes Estimators
- Bayesian frequentist hybrid inference
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