Asymptotic behavior of Bayes estimates under possibly incorrect models

DOI10.1214/AOS/1028144851zbMATH Open0929.62022OpenAlexW2033739354MaRDI QIDQ1807093FDOQ1807093

Authors Olaf Bunke, Xavier Milhaud 

Publication date 9 November 1999

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1028144851

zbMATH Keywords

asymptotic normalityconsistencyinconsistent Bayes estimatesincorrect parametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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Cited in

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• Theoretical properties of Bayesian Student-\(t\) linear regression
• Bayesian inference with misspecified models
• scientific article; zbMATH DE number 4113812 (Why is no real title available?)
• Robustness against conflicting prior information in regression
• scientific article; zbMATH DE number 1398564 (Why is no real title available?)
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
• The Bernstein-von Mises theorem under misspecification
• A Bayesian ``sandwich for variance estimation
• A new Bayesian approach to robustness against outliers in linear regression
• Suboptimal behavior of Bayes and MDL in classification under misspecification
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
• Flexible evaluation of surrogate markers with Bayesian model averaging
• Biased learning under ambiguous information
• On the computational complexity of MCMC-based estimators in large samples
• On a Proper Bayes, but Inadmissible Estimator
• Consistency of Bayes estimators without the assumption that the model is correct
• Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
• A generalized predictive criterion for model selection
• Comparing and Weighting Imperfect Models Using D-Probabilities
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• Misspecification in infinite-dimensional Bayesian statistics
• Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
• scientific article; zbMATH DE number 6142324 (Why is no real title available?)
• A review of Bayesian asymptotics in general insurance applications
• Bayesian Survival Analysis Using Bernstein Polynomials
• A comparison of learning rate selection methods in generalized Bayesian inference
• On Bayesian estimators in misspecified change-point problems for Poisson process
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• A non-linear forecast combination procedure for binary outcomes
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• Bayesian Measures of Model Complexity and Fit
• Statistical estimation in the presence of possibly incorrect model assumptions

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