Misspecification in infinite-dimensional Bayesian statistics

DOI10.1214/009053606000000029zbMath1095.62031arXivmath/0607023OpenAlexW2112264820MaRDI QIDQ2497184

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

Publication date: 3 August 2006

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

Full work available at URL: https://arxiv.org/abs/math/0607023

zbMATH Keywords

rate of convergence posterior distribution misspecification infinite-dimensional model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric tests (62F05)

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