General frequentist properties of the posterior profile distribution
نویسندگان
چکیده
منابع مشابه
General Frequentist Properties of the Posterior Profile Distribution
In this paper, inference for the parametric component of a semiparametric model based on sampling from the posterior profile distribution is thoroughly investigated from the frequentist viewpoint. The higher-order validity of the profile sampler obtained in Cheng and Kosorok [Ann. Statist. 36 (2008)] is extended to semiparametric models in which the infinite dimensional nuisance parameter may n...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2008
ISSN: 0090-5364
DOI: 10.1214/07-aos536