Expansions for posterior distributions

DOI10.1214/22-BJPS561MaRDI QIDQ6155653zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 5 June 2023

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/22-bjps561

zbMATH Keywords

maximum likelihood estimatesEdgeworth-Cornish-Fisher expansionscumulant expansions

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

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• A Bayesian Edgeworth expansion by Stein's identity
• A study of expansions of posterior distributions
• Accurate confidence intervals when nuisance parameters are present
• Analytic bias reduction for \(k\)-sample functionals
• Asymptotic Expansions Associated with Posterior Distributions
• Asymptotic expansion of the posterior based on pairwise likelihood
• Asymptotic expansion of the posterior density in high dimensional generalized linear models
• Bias reduction by taylor series^∗
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Higher order expansions for posterior distributions using posterior modes
• Maximum probability estimators and related topics
• Multivariate T-Distributions and Their Applications
• On asymptotic expansion of posterior distribution
• On the validity of the formal Edgeworth expansion for posterior densities
• Saddlepoint Approximations in Statistics
• Saddlepoint expansions in terms of Bell polynomials
• The distribution and quantiles of a function of parameter estimates
• Tilted Edgeworth expansions for asymptotically normal vectors

Cited in

(3)

• Spectral likelihood expansions for Bayesian inference
• On asymptotic expansion of posterior distribution
• Higher order expansions for posterior distributions using posterior modes

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