Asymptotic expansion of posterior distribution of parameter centered by a n -consistent estimate

DOI10.1007/S10958-018-3707-2MaRDI QIDQ1746405zbMATH OpenOpenAlexFDO

Authors A. Zaikin

Publication date 25 April 2018

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-018-3707-2

zbMATH Keywords

Bernstein-von Mises theoremconditional distributionposterior distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)

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Cites work

• A Bayesian Edgeworth expansion by Stein's identity
• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Asymptotic Expansions Associated with Posterior Distributions
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. II. Expansions of Moments and Distributions
• Asymptotic methods in statistical decision theory
• Asymptotic Statistics
• Contiguity of Probability Measures
• scientific article; zbMATH DE number 3123545 (Why is no real title available?)
• scientific article; zbMATH DE number 3938277 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• On asymptotic expansion of posterior distribution
• On density estimation in the view of Kolmogorov's ideas in approximation theory

Cited in

(1)

• Estimates with Asymptotically Uniformly Minimal d-Risk

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