scientific article; zbMATH DE number 1932869

MaRDI QIDQ4709784zbMATH OpenFDO

Authors Ruby Chiu-Hsing Weng

Publication date 23 June 2003

zbMATH Keywords

maximum likelihood estimatorposterior distributionsposterior normalityStein's identitystochastic processes

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(6)

• On Stein's identity and its applications
• On the validity of the formal Edgeworth expansion for posterior densities
• Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments
• Asymptotic normality of posterior distributions for generalized linear mixed models
• Expansions for multivariate densities
• Asymptotic posterior normality for multiparameter problems

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