General frequentist properties of the posterior profile distribution

DOI10.1214/07-AOS536zbMath1142.62031arXivmath/0612191OpenAlexW2092726414MaRDI QIDQ939665

Michael R. Kosorok, Guang Cheng

Publication date: 28 August 2008

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

Full work available at URL: https://arxiv.org/abs/math/0612191

zbMATH Keywords

Markov chain Monte Carlosemiparametric modelsprofile likelihoodCox proportional hazards modelpartly linear regression modelhigher-order frequentist inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20) Foundations and philosophical topics in statistics (62A01)

Related Items (12)

Finite sample Bernstein-von Mises theorem for semiparametric problems ⋮ Bayesian frequentist hybrid inference ⋮ Nonasymptotic approach to Bayesian semiparametric inference ⋮ Bernstein-von Mises theorems for functionals of the covariance matrix ⋮ Bootstrap consistency for general semiparametric \(M\)-estimation ⋮ On accuracy of Gaussian approximation in Bayesian semiparametric problems ⋮ The semiparametric Bernstein-von Mises theorem ⋮ ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY ⋮ Critical dimension in the semiparametric Bernstein-von Mises theorem ⋮ The penalized profile sampler ⋮ How Many Iterations are Sufficient for Efficient Semiparametric Estimation? ⋮ Joint asymptotics for semi-nonparametric regression models with partially linear structure

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• Properties of sufficiency and statistical tests

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