Asymptotic posterior normality for multiparameter problems

DOI10.1016/j.jspi.2008.03.034zbMath1146.62021OpenAlexW2087086076MaRDI QIDQ951075

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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Cites Work

• Very weak expansions for sequentially designed experiments: Linear models
• Estimation in the birth process
• Asymptotic Expansions Associated with Posterior Distributions
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