Asymptotic expansions of posterior distributions in a non-regular model

DOI10.3836/TJM/1270128994zbMATH Open0785.62021OpenAlexW2047620897MaRDI QIDQ690157FDOQ690157

Takeshi Kato

Publication date: 26 April 1994

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1270128994

zbMATH Keywords

asymptotic normalitymaximum likelihood estimatoralmost sure asymptotic expansionsnonregular caseshift parameteruniformly continuous density

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Cited In (6)

• Asymptotic expansion of the posterior density in high dimensional generalized linear models
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• Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate
• What About the Posterior Distributions When the Model is Non-dominated?
• On asymptotic expansion of posterior distribution
• Higher order expansions for posterior distributions using posterior modes

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