Mixtures of conjugate prior distributions and large deviations for level crossing probabilities

MaRDI QIDQ3580558zbMATH OpenFDO

Authors Claudio Macci, Lea Petrella

Publication date 13 August 2010

zbMATH Keywords

Bayesian asymptoticsmixture of conjugate families

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Recommendations

• Large deviations estimates for some level crossing probabilities in Bayesian setting
• A large-deviation principle for Dirichlet posteriors
• Large deviations for conditionally Gaussian processes: estimates of level crossing probability
• Large deviations for mixtures
• Rough limit results for level-crossing probabilities

Cited in

(5)

• Large deviations for estimators of unknown probabilities, with applications in risk theory
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
• Extension of some large deviation results for posterior distributions
• Large deviations estimates for some level crossing probabilities in Bayesian setting
• Risk processes with shot noise Cox claim number process and reserve dependent premium rate

This page was built for publication: Mixtures of conjugate prior distributions and large deviations for level crossing probabilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580558)