Asymptotic normality under transformations. A result with Bayesian applications

DOI10.1007/BF02562699zbMath0812.62017OpenAlexW1976491141MaRDI QIDQ1346940

Manuel Mendoza

Publication date: 16 May 1995

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02562699

zbMATH Keywords

asymptotic normality under transformationsreparameterizations

Mathematics Subject Classification ID

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

Related Items (3)

Reference priors for exponential families with simple quadratic variance function ⋮ Bayesian conjugate analysis of the Galton-Watson process ⋮ Reference priors for exponential families

Cites Work

• Distribution of eigenvalues in multivariate statistical analysis
• Approximation Theorems of Mathematical Statistics
• Further remarks on asymptotic normality of likelihood and conditional analyses
• Why Isn't Everyone a Bayesian?
• An Asymptotic Expansion for Posterior Distributions
• Asymptotic Expansions Associated with Posterior Distributions
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