The Bernstein-von Mises theorem under misspecification

DOI10.1214/12-EJS675zbMath1274.62203OpenAlexW2165429502MaRDI QIDQ1950820

B. J. K. Kleijn, Aad W. van der Vaart

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1332162333

zbMATH Keywords

rate of convergence consistency posterior distribution limit distribution misspecification credible set

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

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