Asymptotic properties of posterior distributions

DOI10.1007/BF00532679zbMath0315.62003MaRDI QIDQ4076604

Helmut Strasser

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (7)

Asymptotic global robustness in Bayesian decision theory ⋮ Asymptotic inference for stochastic processes ⋮ Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes ⋮ The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes ⋮ Asymptotics in Bayesian decision theory with applications to global robustness ⋮ Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators ⋮ Asymptotic properties of posterior distributions derived from misspecified models

Cites Work

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• Asymptotic expansions related to minimum contrast estimators
• On the measurability and consistency of minimum contrast estimates
• The Berry-Esseen bound for minimum contrast estimates
• Asymptotic normality
• Convergence of estimates under dimensionality restrictions
• On Bayes estimates
• On Bayes procedures
• The accuracy of the normal approximation for minimum contrast estimates
• Asymptotic Expansions Associated with Posterior Distributions

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