On the validity of the formal Edgeworth expansion for posterior densities

DOI10.1214/19-AOS1871zbMath1458.62065arXiv1710.01871MaRDI QIDQ2215719

Todd A. Kuffner, John E. Kolassa

Publication date: 14 December 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01871

zbMATH Keywords

posteriorEdgeworth expansioncumulant expansionhigher-order asymptotics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Bayesian inference (62F15)

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