The exponential rates of convergence of posterior distributions
type: Item
instance of: scholarly article
title: The exponential rates of convergence of posterior distributions
zbMATH Open document ID: 0669.62013
DOI: 10.1007/BF00049426
author: James C. Fu
author: Robert E. Kass
published in: Annals of the Institute of Statistical Mathematics
publication date: 1988-01-01T00:00:00Z
review text: After the observations were observed, the posterior distribution under mild conditions becomes more concentrated in the neighbourhood of the mode of the posterior distribution as sample size n increases. In this paper, the exponential rate of convergence of posterior distributions around the mode is established by using the generalized Laplace method. An example is also given.
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 4096569
zbMATH Keywords: f-uniform convergence
zbMATH Keywords: Q-uniform convergence
zbMATH Keywords: exponential rate of convergence of posterior distributions around the mode
zbMATH Keywords: generalized Laplace method
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4096569