Critical dimension in the semiparametric Bernstein-von Mises theorem

DOI10.1134/S0081543814080148zbMath1326.62078OpenAlexW1989229038MaRDI QIDQ492184

Maxim E. Panov, Vladimir Spokoiny

Publication date: 20 August 2015

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543814080148

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

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Frequentist Consistency of Variational Bayes

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