Expansions for posterior distributions

DOI10.1214/22-bjps561OpenAlexW4367353954MaRDI QIDQ6155653

Christopher S. Withers, Saralees Nadarajah

Publication date: 5 June 2023

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/22-bjps561

zbMATH Keywords

maximum likelihood estimatesEdgeworth-Cornish-Fisher expansionscumulant expansions

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites Work

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• On asymptotic expansion of posterior distribution
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• Analytic bias reduction for \(k\)-sample functionals
• The distribution and quantiles of a function of parameter estimates
• Maximum probability estimators and related topics
• On the validity of the formal Edgeworth expansion for posterior densities
• Asymptotic expansion of the posterior based on pairwise likelihood
• A Bayesian Edgeworth expansion by Stein's identity
• Saddlepoint expansions in terms of Bell polynomials
• Higher Order Expansions for Posterior Distributions Using Posterior Modes
• Accurate confidence intervals when nuisance parameters are present
• Bias reduction by taylor series^∗
• Multivariate T-Distributions and Their Applications
• A Study of Expansions of Posterior Distributions
• Asymptotic Expansions Associated with Posterior Distributions
• Saddlepoint Approximations in Statistics

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