On the Bernstein-v. Mises Approximation of Posterior Distributions
Hipp, C. ; Michel, R.
Ann. Statist., Tome 4 (1976) no. 1, p. 972-980 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
It is shown that under certain regularity conditions the Bernstein-v. Mises approximation of the posterior distributions is of order $O(n^{-\frac{1}{2}})$ with high probability.
Publié le : 1976-09-14
Classification:  Bernstein-v. Mises approximation,  posterior distribution,  asymptotic normality,  62E20 
@article{1176343595,
     author = {Hipp, C. and Michel, R.},
     title = {On the Bernstein-v. Mises Approximation of Posterior Distributions},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 972-980},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343595}
}

Hipp, C.; Michel, R. On the Bernstein-v. Mises Approximation of Posterior Distributions. Ann. Statist., Tome 4 (1976) no. 1, pp.  972-980. http://gdmltest.u-ga.fr/item/1176343595/