Asymptotic properties of posterior distributions derived from misspecified models

DOI10.1016/S1631-073X(02)02520-7zbMath1004.62015MaRDI QIDQ1854683

Benoît Cadre, Christophe Abraham

Publication date: 16 February 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Asymptotic global robustness in Bayesian decision theory, Asymptotics in Bayesian decision theory with applications to global robustness, Brittleness of Bayesian inference under finite information in a continuous world, Asymptotic properties of posterior distributions derived from misspecified models

Cites Work

• Asymptotic properties of posterior distributions derived from misspecified models
• Asymptotic global robustness in Bayesian decision theory
• Asymptotic properties of posterior distributions
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Consistency a Posteriori
• Maximum Likelihood Estimation of Misspecified Models