Approximate marginal densities of nonlinear functions
From MaRDI portal
Publication:3831858
DOI10.1093/biomet/76.3.425zbMath0676.62016OpenAlexW1988718903MaRDI QIDQ3831858
Robert E. Kass, Luke Tierney, Joseph B. Kadane
Publication date: 1989
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11299/199527
saddlepoint approximationasymptotic normalityasymptotic approximationLaplace's methodmarginal density of a nonlinear functionmarginal posterior density are given
Related Items
Asymptotic normality with small relative errors of posterior probabilities of half-spaces, Bayesian model inversion using stochastic spectral embedding, Bayesian inversion using adaptive polynomial chaos kriging within subset simulation, Bayesian analysis of the error correction model, Pseudotable methods for the analysis of \(2\times 2\) tables, Boundary-mode approximations for posterior expectations, Improved inference on risk measures for univariate extremes, Local influence analysis for quasi-likelihood nonlinear models with random effects, Invited discussion paper small-sample distributional properties of nonlinear regression estimators (a geometric approach), Approximations for marginal densities of M‐estimators, Bayesian analysis of outlier problems using divergence measures, Approximate predictive densities and their applications in generalized linear models, Accurate parametric inference for small samples, Generalized linear mixed models: a review and some extensions, Bayesian model selection for generalized linear models using non-local priors, Inference for size demography from point pattern data using integral projection models, An invariance property of marginal density and tail probability approximations for smooth functions, Bayes inference in the Tobit censored regression model, Approximate estimation in nonlinear panel data models, A Likelihood-Based Approximation to the Cumulative Distribution Function of the NoncentraltDistribution, Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography, Adaptive functional mixed NHPP models for the analysis of recurrent event panel data, Laplace approximations to means and variances with asymptotic modes, Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior, Approximate marginal densities of independent parameters
