Consistency of Bayes estimators without the assumption that the model is correct

DOI10.1016/J.JSPI.2010.07.022zbMATH Open1214.62025OpenAlexW2067839420MaRDI QIDQ607191FDOQ607191

Authors: Juhee Lee, Steven N. MacEachern 

Publication date: 19 November 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.07.022

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zbMATH Keywords

incorrect model specification

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

Cites Work

• Bayesian Model Averaging for Linear Regression Models
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• Misspecification in infinite-dimensional Bayesian statistics
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• Asymptotic behavior of Bayes estimates under possibly incorrect models
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
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• Posterior consistency of Dirichlet mixtures in density estimation
• Rates of convergence of posterior distributions.
• Bayesian nonparametrics
• The consistency of posterior distributions in nonparametric problems
• On Bayes procedures
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• Quantile pyramids for Bayesian nonparametrics
• On convergence of posterior distributions
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• Asymptotic Expansions Associated with Posterior Distributions
• Posterior consistency for semi-parametric regression problems
• A Limit Theoerm for Random Variables with Infinite Moments
• On sufficient conditions for Bayesian consistency

Cited In (4)

• On posterior concentration in misspecified models
• Bayesian model comparison with the Hyvärinen score: computation and consistency
• The Missing Consistency Theorem for Bayesian Learning: Stochastic Model Selection
• Gibbs posterior inference on the minimum clinically important difference

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