Frequentist validity of Bayesian limits

DOI10.1214/20-AOS1952zbMATH Open1466.62278OpenAlexW3126748488MaRDI QIDQ2656593FDOQ2656593

Authors: B. J. K. Kleijn 

Publication date: 11 March 2021

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1611889223

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zbMATH Keywords

model selectionuncertainty quantificationcontiguitycoverageposterior consistencyposterior oddscredible setfrequentist consistencyposterior rate of convergence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited In (7)

• Heavy-Tailed Density Estimation
• Criteria for posterior consistency and convergence at a rate
• Strong convergence of multivariate maxima
• Asymptotic uncertainty quantification for communities in sparse planted bi-section models
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• Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager
• Consistency of Bayesian inference for multivariate max-stable distributions

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