The exponential rates of convergence of posterior distributions (Q1118928)
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English | The exponential rates of convergence of posterior distributions |
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The exponential rates of convergence of posterior distributions (English)
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1988
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After the observations were observed, the posterior distribution under mild conditions becomes more concentrated in the neighbourhood of the mode of the posterior distribution as sample size n increases. In this paper, the exponential rate of convergence of posterior distributions around the mode is established by using the generalized Laplace method. An example is also given.
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f-uniform convergence
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Q-uniform convergence
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exponential rate of convergence of posterior distributions around the mode
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generalized Laplace method
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