Asymptotic expansion of the posterior based on pairwise likelihood

DOI10.1007/S13171-016-0094-YzbMATH Open1366.62051OpenAlexW2558409307MaRDI QIDQ2364050FDOQ2364050

Authors: Yang Wu, Malay Ghosh 

Publication date: 17 July 2017

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-016-0094-y

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zbMATH Keywords

strong consistencyasymptotic theoryTaylor expansionpseudo likelihoodmoment matching priorsquantile matching priors

Mathematics Subject Classification ID

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

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Cited In (3)

• Asymptotic expansion of the posterior density in high dimensional generalized linear models
• Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate
• Expansions for posterior distributions

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