scientific article; zbMATH DE number 524352
zbMATH Open0798.62037MaRDI QIDQ4284841FDOQ4284841
Tapas Samanta, Jayanta K. Ghosh, Subhashis Ghosal
Publication date: 30 October 1994
Title of this publication is not available (Why is that?)
Recommendations
- Asymptotic expansions of posterior distributions in nonregular cases
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gammaexponentialrepresentation theoremsdiscontinuous densitiesnonregular casesregular casesdensities with singularitiesi.i.d. caseasymptotically prior freecentered posteriornonexistence of limitsreliability change point problemweak limit of posterior probability
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
Cited In (16)
- On limiting posterior distributions
- Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter
- An overview of robust Bayesian analysis. (With discussion)
- The interplay of Bayesian and frequentist analysis
- Mutual information, metric entropy and cumulative relative entropy risk
- Asymptotic expansions of posterior distributions in a non-regular model
- Generalized Additive Models with Interval-Censored Data and Time-Varying Covariates: Application to Human Immunodeficiency Virus Infection in Hemophiliacs
- Reference priors in multiparameter nonregular cases
- A note on nonexistence of posterior moments
- Title not available (Why is that?)
- Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators
- Consistency of the posterior distribution and MLE for piecewise linear regression
- Uniform stability of posteriors
- On convergence of posterior distributions
- Convergence rates of posterior distributions for non iid observations
- Asymptotic posterior normality of multivariate latent traits in an IRT model
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