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

DOI10.1016/J.JSPI.2010.07.022MaRDI QIDQ607191zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

incorrect model specification

Mathematics Subject Classification ID

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

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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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