Weak convergence and the exponential rate of concentration for posterior density functions

DOI10.1016/0167-7152(90)90041-5zbMATH Open0703.62037OpenAlexW1987564841MaRDI QIDQ916255FDOQ916255

Authors: John L. Maryak, James C. Spall 

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90041-5

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zbMATH Keywords

rate of convergenceexponential familyweak convergence theoremposterior densitymarginal densitiesfinite-sample resultmean value theorem for integrals

Mathematics Subject Classification ID

Bayesian inference (62F15) Multivariate analysis (62H99) Central limit and other weak theorems (60F05)

Cites Work

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• The exponential rates of convergence of posterior distributions
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• Another Proof that Convex Functions are Locally Lipschitz
• Maximum likelihood mean and covariance matrix estimation constrained to general positive semi-definiteness
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• Asymptotic Expansions Associated with Posterior Distributions
• On a fundamental optimality of the maximum likelihood estimator
• Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution
• Asymptotic normality of the posterior distribution for exponential models
• An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data
• Title not available (Why is that?)
• Large sample posterior normality of the population mean

Cited In (2)

• Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)
• Un teorema de convergencia con aplicacion a la inferencia bayesiana

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