The Bernstein-von Mises theorem under misspecification

DOI10.1214/12-EJS675zbMath1274.62203MaRDI QIDQ1950820

B. J. K. Kleijn, Aad W. van der Vaart

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1332162333

zbMATH Keywords

rate of convergence; consistency; posterior distribution; limit distribution; misspecification; credible set

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F25: Parametric tolerance and confidence regions

62F15: Bayesian inference

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