The exponential rates of convergence of posterior distributions

DOI10.1007/BF00049426zbMath0669.62013MaRDI QIDQ1118928

Robert E. Kass, James C. Fu

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

exponential rate of convergence of posterior distributions around the modef-uniform convergencegeneralized Laplace methodQ-uniform convergence

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (4)

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process ⋮ Weak convergence and the exponential rate of concentration for posterior density functions ⋮ An inverse of Sanov's theorem ⋮ Large deviations for estimators of some threshold parameters

Cites Work

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• On asymptotic normality of likelihood and conditional analysis
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• An Asymptotic Expansion for Posterior Distributions
• On Bayes procedures
• Asymptotic Expansions Associated with Posterior Distributions

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