The asymptotic equivalence of Bayes and maximum likelihood estimation
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Publication:1222920
DOI10.1016/0047-259X(75)90038-XzbMath0319.62016MaRDI QIDQ1222920
Publication date: 1975
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Bayesian inference (62F15)
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Asymptotic global robustness in Bayesian decision theory ⋮ A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics ⋮ Asymptotics in Bayesian decision theory with applications to global robustness
Cites Work
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- Asymptotic expansions related to minimum contrast estimators
- The Berry-Esseen bound for minimum contrast estimates
- Further results on asymptotic normality. I
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- On Bayes procedures
- Some contributions to the asymptotic theory of Bayes solutions
- The accuracy of the normal approximation for minimum contrast estimates
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