Bernstein-von Mises theorems for functionals of the covariance matrix
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Publication:309540
DOI10.1214/15-EJS1048zbMath1346.62059arXiv1412.0313MaRDI QIDQ309540
Publication date: 7 September 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.0313
Related Items (7)
Optimal Bayesian minimax rates for unconstrained large covariance matrices ⋮ Estimating Large Precision Matrices via Modified Cholesky Decomposition ⋮ Bayesian inference for spectral projectors of the covariance matrix ⋮ Asymptotically efficient estimation of smooth functionals of covariance operators ⋮ Bayesian linear regression for multivariate responses under group sparsity ⋮ Efficient estimation of linear functionals of principal components ⋮ On frequentist coverage errors of Bayesian credible sets in moderately high dimensions
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