The semiparametric Bernstein-von Mises theorem

DOI10.1214/11-AOS921zbMath1246.62081arXiv1007.0179OpenAlexW3104226966MaRDI QIDQ450029

B. J. K. Kleijn, Peter J. Bickel

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.0179

zbMATH Keywords

efficiencylocal asymptotic normalityasymptotic posterior normalitymodel differentiabilityposterior limit distributionregular estimationsemiparametric statistics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

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