Asymptotic Expansions of Posterior Distributions in a Non-Regular Model
KATO, Takeshi
Tokyo J. of Math., Tome 16 (1993) no. 2, p. 217-240 / Harvested from Project Euclid
Let $f$ be a density function with respect to Lebesgue measure. We suppose that $f(x)>0$ on $(0,\beta)$, where $0<\beta\leqq+\infty$, and $f$ is uniformly continuous on $(0,\beta)$. Moreover, let $f'(x)\to\alpha$ as $x\to +0$ exist, where $0<\alpha<+\infty$. We consider a non-regular model defined by $f(x,\theta)=f(x-\theta)$, $\theta,x\in\mathbf{R}$. In the present paper, under some conditions, it is shown that when $\theta$ is regarded as a random variable with a prior density function with respect to Lebesgue measure, there exist asymptotic expansions of centered and scaled posterior distributions of $\theta$.
Publié le : 1993-06-15
Classification: 
@article{1270128994,
     author = {KATO, Takeshi},
     title = {Asymptotic Expansions of Posterior Distributions in a Non-Regular Model},
     journal = {Tokyo J. of Math.},
     volume = {16},
     number = {2},
     year = {1993},
     pages = { 217-240},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1270128994}
}
KATO, Takeshi. Asymptotic Expansions of Posterior Distributions in a Non-Regular Model. Tokyo J. of Math., Tome 16 (1993) no. 2, pp.  217-240. http://gdmltest.u-ga.fr/item/1270128994/