Asymptotic posterior normality for multiparameter problems

DOI10.1016/J.JSPI.2008.03.034zbMATH Open1146.62021OpenAlexW2087086076MaRDI QIDQ951075FDOQ951075

Authors: Wen-Chi Tsai, Ruby Chiu-Hsing Weng 

Publication date: 29 October 2008

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.2008.03.034

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zbMATH Keywords

stochastic processesmaximum likelihood estimatorStein's identitymultiparameter cases

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

Cites Work

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Cited In (12)

• Asymptotic posterior distributions for balanced nested multi-way models with a large number of main effect levels
• Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression
• Asymptotic normality of the posterior given a statistic
• On the validity of the formal Edgeworth expansion for posterior densities
• On a hybrid data cloning method and its application in generalized linear mixed models
• Normal approximation to the posterior distribution for generalized linear models with many covariates
• Asymptotic normality of posterior distributions for generalized linear mixed models
• Posterior Analysis for Normalized Random Measures with Independent Increments
• Asymptotic normality under transformations. A result with Bayesian applications
• Title not available (Why is that?)
• Normal approximation for Bayesian mixed effects binomial regression models
• Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments

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