Asymptotic expansions of posterior distributions in a non-regular model

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

Authors: 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

Recommendations

• Asymptotic expansions of posterior distributions in nonregular cases
• scientific article; zbMATH DE number 3938277
• Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
• scientific article; zbMATH DE number 524352
• scientific article; zbMATH DE number 3282322

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
• Title not available (Why is that?)
• 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

This page was built for publication: Asymptotic expansions of posterior distributions in a non-regular model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q690157)