Extension of some large deviation results for posterior distributions
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Publication:397200
DOI10.1016/J.JKSS.2013.07.004zbMATH Open1306.60018OpenAlexW2062235049MaRDI QIDQ397200FDOQ397200
Publication date: 11 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2013.07.004
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Large deviations (60F10) Gaussian processes (60G15) Stationary stochastic processes (60G10)
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Cited In (5)
- An inverse Sanov theorem for exponential families
- Large deviations for estimators of the parameters of a neuronal response latency model
- Posteriors, conjugacy, and exponential families for completely random measures
- Moderate Deviations for Bayes Posteriors
- Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
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