Recommendations
Cites work
- scientific article; zbMATH DE number 410740 (Why is no real title available?)
- scientific article; zbMATH DE number 3982257 (Why is no real title available?)
- scientific article; zbMATH DE number 3200152 (Why is no real title available?)
- scientific article; zbMATH DE number 3083069 (Why is no real title available?)
- An Asymptotic Expansion for Posterior Distributions
- Asymptotic Expansions Associated with Posterior Distributions
- Bayesian network management
- On Bayes procedures
- On asymptotic normality of likelihood and conditional analysis
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- On the consistency of Bayes estimates
- The exponential rates of convergence of posterior distributions
Cited in
(14)- A note on convergence rates for posterior distributions via large deviations techniques
- Large deviations for estimators of unknown probabilities, with applications in risk theory
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- How to estimate the rate function of a cumulative process
- The Large Deviations of Estimating Rate Functions
- A large-deviation principle for Dirichlet posteriors
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
- An inverse Sanov theorem for exponential families
- Large deviations for estimators of some threshold parameters
- Extension of some large deviation results for posterior distributions
- Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
- Large deviation results on some estimators for stationary Gaussian processes
- Moderate Deviations for Bayes Posteriors
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate
This page was built for publication: An inverse of Sanov's theorem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1284067)
