Finite Sample Bernstein – von Mises Theorem for Semiparametric Problems

Bayesian Analysis

Maxim Panov¹ 

关键词: prior;    posterior;    Bayesian inference;    semiparametric;    critical dimension;   

DOI  :  10.1214/14-BA926

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

The classical parametric and semiparametric Bernstein – von Mises (BvM) results are reconsidered in a non-classical setup allowing finite samples and model misspecification. In the case of a finite dimensional nuisance parameter we obtain an upper bound o

【 授权许可】

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