Limiting Behavior of Posterior Distributions when the Model is Incorrect

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A note on invariance principles for v. Mises' statistics
On the normality a posteriori for exponential distributions, using the Bayesian estimation
Asymptotic theory of U-statistics
Subgraph counts in random graphs using incomplete U-statistics methods
On L^p-convergence of U-statistics
Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator
Asymptotic behavior of posterior distributions for random processes under incorrect models
Properties and convergence of a posteriori probabilities in classification problems
Consistency of minimum contrast estimators in non-standard cases
Bayesian model averaging for multivariate extremes
\(U\)-statistics in Banach spaces
Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
Objective Bayesian analysis of the Yule-Simon distribution with applications
Renewal theory for asymmetric \(U\)-statistics
Inattention and belief polarization
A Bayesian approach to selecting hyperelastic constitutive models of soft tissue
Bayesian loss-based approach to change point analysis
Bayesian convergence and the fair-balance paradox
Asymptotic behavior of Bayes estimates under possibly incorrect models
The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables
Resampling \(U\)-statistics using \(p\)-stable laws
Maximum likelihood principle and model selection when the true model is unspecified
On the normal approximation of an estimate of the mean residual life of a multicomponent system
Asymptotically optimal sequential estimation of regular functionals of several distributions based on generalized U-statistics
Asymptotic properties of posterior distributions derived from misspecified models
Asymptotic normality with small relative errors of posterior probabilities of half-spaces
The strong law of U-statistics with -mixing samples
Multistage bandit problems
The Bernstein-von Mises theorem under misspecification
Dynamics of Bayesian updating with dependent data and misspecified models
Convergence rate of Markov chain methods for genomic motif discovery
Parsimonious estimation of multiplicative interaction in analysis of variance using Kullback-Leibler information
Asymptotic behavior of Bayesian learners with misspecified models
Price probabilities: a class of Bayesian and non-Bayesian prediction rules
Biased learning under ambiguous information
New maximal inequalities for reverse demimartingales and reverse demisubmartingales
Models as approximations. I. Consequences illustrated with linear regression
When does ambiguity fade away?
Anchored Bayesian Gaussian mixture models
Loss-based approach to two-piece location-scale distributions with applications to dependent data
A loss-based prior for variable selection in linear regression methods
Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models
On a loss-based prior for the number of components in mixture models
Momentum and reversal in financial markets with persistent heterogeneity
Posterior concentration for a misspecified Bayesian regression model with functional covariates
Learning from ambiguous and misspecified models
Sparsistency and agnostic inference in sparse PCA
Bayesian estimation of the threshold of a generalised Pareto distribution for heavy-tailed observations
Misspecification in infinite-dimensional Bayesian statistics
The indirect method: inference based on intermediate statistics -- a synthesis and examples
Bayesian nonparametric model selection and model testing
Brittleness of Bayesian inference under finite information in a continuous world
Weak convergence and relative compactness of martingale processes with applications to some nonparametric statistics
A non-linear forecast combination procedure for binary outcomes
Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
On posterior concentration in misspecified models
Evaluating fit in functional data analysis using model embeddings
On the brittleness of Bayesian inference
Informational herding with model misspecification
Temporal aggregation of lognormal AR processes
Bayesian selection of multiresponse nonlinear regression model
Nonparametrics: Retrospectives and perspectives^*
An objective Bayesian criterion to determine model prior probabilities
An asymptotic result with respect to predictive distributions
Almost sure representations of weightedU-statistics with applications
Semiparametric inference with kernel likelihood
Convergencia del vector de probabilidad a posteriori bajo una distribucion predictiva
Bayesian inference with misspecified models
A Nonparametric Sequential Point Estimator
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Dependence of Bayesian model selection criteria and Fisher information matrix on sample size
Prior elicitation in the classification problem
\(U\)-statistic with side information
Qualitative robustness in Bayesian inference
On the mathematics of the Jeffreys-Lindley paradox
Some invariance principles for rank statistics for testing independence
Estimator of a change point in single index models
The dynamic power law model
Global information in statistical experiments and consistency of likelihood-based estimates and tests.
New versions of some classical stochastic inequalities
Prequential analysis of complex data with adaptive model reselection
scientific article; zbMATH DE number 7625186 (Why is no real title available?)
General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Calibrated Bayes factors for model comparison
Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
U-statistics with conditional kernels for incomplete data models
Dynamic misspecification in nonparametric cointegrating regression
The central limit theorem for backwards martingales
Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
Particle learning for fat-tailed distributions
A Bayesian predictive approach to model selection.
A life-cycle model with ambiguous survival beliefs
Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon
Copula modelling with penalized complexity priors: the bivariate case
Model Uncertainty Quantification in Cox Regression
Consistency of Bayes estimators without the assumption that the model is correct
Which misspecifications persist?
Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes
Reproducible model selection using bagged posteriors

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