On asymptotic expansion of posterior distribution
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Publication:323650
DOI10.1134/S1995080216040181zbMATH Open1419.62054OpenAlexW2471570143MaRDI QIDQ323650FDOQ323650
Publication date: 10 October 2016
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1995080216040181
Cites Work
- Asymptotic Statistics
- A Bayesian Edgeworth expansion by Stein's identity
- Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. II. Expansions of Moments and Distributions
- A Study of Expansions of Posterior Distributions
- Asymptotic Expansions Associated with Posterior Distributions
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Cited In (6)
- 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
- Asymptotic expansion of d-risks for hypothesis testing in Bernoulli scheme
- Higher order expansions for posterior distributions using posterior modes
- Expansions for posterior distributions
- Asymptotic behaviour of the posterior distribution in approximate Bayesian computation
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