Asymptotic expansions of posterior distributions in nonregular cases

DOI10.1023/A:1003127108965zbMath0882.62010OpenAlexW2051624716MaRDI QIDQ1370538

Subhashis Ghosal, Tapas Samanta

Publication date: 11 December 1997

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

Full work available at URL: https://doi.org/10.1023/a:1003127108965

zbMATH Keywords

asymptotic expansionposterior distributionsdiscontinuous densitiesnonregular cases

Mathematics Subject Classification ID

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

Related Items (4)

Asymptotic expansion of the posterior density in high dimensional generalized linear models ⋮ A general divergence criterion for prior selection ⋮ Predictive probability matching priors for a certain non-regular model ⋮ Moment matching priors for non-regular models

This page was built for publication: Asymptotic expansions of posterior distributions in nonregular cases