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

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

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

zbMATH Keywords

incorrect model specification

Mathematics Subject Classification ID

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

Cites Work

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Cited In (4)

• On posterior concentration in misspecified models
• The Missing Consistency Theorem for Bayesian Learning: Stochastic Model Selection
• Gibbs posterior inference on the minimum clinically important difference
• Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency

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