Asymptotic posterior normality for multiparameter problems

DOI10.1016/J.JSPI.2008.03.034MaRDI QIDQ951075zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic processesmaximum likelihood estimatorStein's identitymultiparameter cases

Mathematics Subject Classification ID

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

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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
• scientific article; zbMATH DE number 1932869 (Why is no real title available?)
• Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments
• Normal approximation for Bayesian mixed effects binomial regression models

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