Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
From MaRDI portal
Publication:1909012
zbMATH Open0840.62033MaRDI QIDQ1909012FDOQ1909012
Authors: Tapas Samanta, Subhashis Ghosal 
Publication date: 4 July 1996
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Recommendations
posterior distributionssingularitiesdiscontinuitiesBayes estimatesnonregularlikelihood ratio processmultiparameter family of densities
Cited In (13)
- Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter
- Reference Bayesian inference in nonregular models.
- Asymptotic properties of Bayesian inference in linear regression with a structural break
- Asymptotic expansions of posterior distributions in a non-regular model
- Reference priors in multiparameter nonregular cases
- Bayesian variance estimation in the Gaussian sequence model with partial information on the means
- Learning, convergence and economic constraints
- Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators
- Consistency of the posterior distribution and MLE for piecewise linear regression
- Posterior convergence and model estimation in Bayesian change-point problems
- Title not available (Why is that?)
- Asymptotic behaviour of the posterior distribution in approximate Bayesian computation
- Forecasting trade durations via ACD models with mixture distributions
This page was built for publication: Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1909012)
