On asymptotic expansion of posterior distribution

DOI10.1134/S1995080216040181zbMATH Open1419.62054OpenAlexW2471570143MaRDI QIDQ323650FDOQ323650

Authors A. Zaikin 

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

zbMATH Keywords

asymptotic expansionBayesian analysisposterior distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Asymptotic expansions of posterior distributions in nonregular cases
• scientific article; zbMATH DE number 3282322
• Asymptotic expansions of posterior distributions in a non-regular model
• scientific article; zbMATH DE number 3988443
• Expansions for posterior distributions
• Asymptotics of the expected posterior
• scientific article; zbMATH DE number 1247689

Cites Work

• scientific article; zbMATH DE number 3938277 (Why is no real title available?)
• scientific article; zbMATH DE number 3764943 (Why is no real title available?)
• scientific article; zbMATH DE number 3373226 (Why is no real title available?)
• A Bayesian Edgeworth expansion by Stein's identity
• A study of expansions of posterior distributions
• Asymptotic Expansions Associated with Posterior Distributions
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. II. Expansions of Moments and Distributions
• Asymptotic Statistics

Cited In (9)

• 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
• On the validity of the formal Edgeworth expansion for posterior densities
• Asymptotic expansion of the posterior based on pairwise likelihood
• Higher order expansions for posterior distributions using posterior modes
• Expansions for posterior distributions
• A study of expansions of posterior distributions
• Asymptotic behaviour of the posterior distribution in approximate Bayesian computation

This page was built for publication: On asymptotic expansion of posterior distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q323650)