The asymptotic equivalence of Bayes and maximum likelihood estimation

DOI10.1016/0047-259X(75)90038-XzbMath0319.62016MaRDI QIDQ1222920

Helmut Strasser

Publication date: 1975

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Bayesian inference (62F15)

Related Items (3)

Asymptotic global robustness in Bayesian decision theory ⋮ A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics ⋮ Asymptotics in Bayesian decision theory with applications to global robustness

Cites Work

• Unnamed Item
• Asymptotic expansions related to minimum contrast estimators
• The Berry-Esseen bound for minimum contrast estimates
• Further results on asymptotic normality. I
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• On Bayes procedures
• Some contributions to the asymptotic theory of Bayes solutions
• The accuracy of the normal approximation for minimum contrast estimates

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