Asymptotic properties of posterior distributions

DOI10.1007/BF00532679zbMATH Open0315.62003MaRDI QIDQ4076604FDOQ4076604

Helmut Strasser

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Convergence of estimates under dimensionality restrictions
• Title not available (Why is that?)
• The Berry-Esseen bound for minimum contrast estimates
• On Bayes procedures
• On the measurability and consistency of minimum contrast estimates
• Asymptotic Expansions Associated with Posterior Distributions
• Title not available (Why is that?)
• The accuracy of the normal approximation for minimum contrast estimates
• Asymptotic expansions related to minimum contrast estimators
• On Bayes estimates
• Asymptotic normality
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (7)

• Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes
• Asymptotics in Bayesian decision theory with applications to global robustness
• Asymptotic inference for stochastic processes
• Asymptotic global robustness in Bayesian decision theory
• The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes
• Asymptotic properties of posterior distributions derived from misspecified models
• Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators

This page was built for publication: Asymptotic properties of posterior distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4076604)