The Bernstein-von Mises theorem under misspecification
From MaRDI portal
Publication:1950820
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
rate of convergence; consistency; posterior distribution; limit distribution; misspecification; credible set
62F12: Asymptotic properties of parametric estimators
62F25: Parametric tolerance and confidence regions
62F15: Bayesian inference
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