Gibbs posterior inference on multivariate quantiles

DOI10.1016/j.jspi.2021.10.003zbMath1480.62089arXiv2002.01052OpenAlexW3211255521MaRDI QIDQ2059460

Indrabati Bhattacharya, Ryan Martin

Publication date: 14 December 2021

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.01052

zbMATH Keywords

learning ratecredible setsconcentration ratemultivariate medianBernstein-von Mises phenomenon

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (3)

Bernstein-von Mises theorem and misspecified models: a review ⋮ A comparison of learning rate selection methods in generalized Bayesian inference ⋮ Gibbs posterior concentration rates under sub-exponential type losses

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