Frequentist validity of Bayesian limits

DOI10.1214/20-AOS1952zbMath1466.62278OpenAlexW3126748488MaRDI QIDQ2656593

B. J. K. Kleijn

Publication date: 11 March 2021

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1611889223

zbMATH Keywords

model selectioncontiguitycoverageuncertainty quantificationposterior consistencyposterior oddscredible setfrequentist consistencyposterior rate of convergence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Theory of statistical experiments (62B15) Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (6)

Discussion of “Confidence Intervals for Nonparametric Empirical Bayes Analysis” by Ignatiadis and Wager ⋮ Heavy-Tailed Density Estimation ⋮ Consistency of Bayesian inference for multivariate max-stable distributions ⋮ Strong convergence of multivariate maxima ⋮ Asymptotic uncertainty quantification for communities in sparse planted bi-section models ⋮ Criteria for posterior consistency and convergence at a rate

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