On the validity of the formal Edgeworth expansion for posterior densities

DOI10.1214/19-AOS1871zbMath1458.62065arXiv1710.01871MaRDI QIDQ2215719

Todd A. Kuffner, John E. Kolassa

Publication date: 14 December 2020

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

Full work available at URL: https://arxiv.org/abs/1710.01871

zbMATH Keywords

posterior; Edgeworth expansion; cumulant expansion; higher-order asymptotics

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

62F15: Bayesian inference

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