Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity

JOURNAL OF MULTIVARIATE ANALYSIS

卷:74

Article

Ghosal, S

关键词: exponential family;    normal approximation;    posterior consistency;    posterior distribution;   

DOI  :  10.1006/jmva.1999.1874

来源: Elsevier

【 摘 要 】

We study consistency and asymptotic normality of posterior distributions of the natural parameter For an exponential family when the dimension of the parameter grows with the sample size. Under certain growth restrictions on the dimension, we show that the posterior distributions concentrate in neighbour hoods of the true parameter. and can be approximated by an appropriate normal distribution. (C) 2000 Academic Press AMS 1991 subject classifications: primary 63F15, 62J05.

【 授权许可】

Free