Asymptotic normality of the posterior in relative entropy

DOI10.1109/18.746784zbMath0959.62004OpenAlexW2171812288MaRDI QIDQ4701250

Bertrand S. Clarke

Publication date: 21 November 1999

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c0f964b2a6cab2483b824b3a4868a135cfbbd01b

zbMATH Keywords

relative entropyasymptotic normalityposterior density

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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