An inverse of Sanov's theorem

DOI10.1016/S0167-7152(98)00215-6zbMATH Open0927.62014MaRDI QIDQ1284067FDOQ1284067

Ayalvadi J. Ganesh, Neil O'Connell

Publication date: 14 December 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Bayes asymptotics

Mathematics Subject Classification ID

Bayesian inference (62F15) Large deviations (60F10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• On the consistency of Bayes estimates
• Title not available (Why is that?)
• The exponential rates of convergence of posterior distributions
• Title not available (Why is that?)
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• On Bayes procedures
• Asymptotic Expansions Associated with Posterior Distributions
• Bayesian network management
• Title not available (Why is that?)
• On asymptotic normality of likelihood and conditional analysis
• An Asymptotic Expansion for Posterior Distributions
• Title not available (Why is that?)

Cited In (14)

• Large deviations for estimators of some threshold parameters
• Asymptotic equivalence of empirical likelihood and Bayesian MAP
• An inverse Sanov theorem for exponential families
• A large-deviation principle for Dirichlet posteriors
• How to estimate the rate function of a cumulative process
• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• Moderate Deviations for Bayes Posteriors
• Risk processes with shot noise Cox claim number process and reserve dependent premium rate
• The Large Deviations of Estimating Rate Functions
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
• Extension of some large deviation results for posterior distributions
• Large deviation results on some estimators for stationary Gaussian processes
• A note on convergence rates for posterior distributions via large deviations techniques
• Large deviations for estimators of unknown probabilities, with applications in risk theory

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