$${\varvec{P}}$$ -value model selection criteria for exponential families of increasing dimension
نویسندگان
چکیده
منابع مشابه
Reference priors for exponential families with increasing dimension
In this article, we establish the asymptotic normality of the posterior distribution for the natural parameter in an exponential family based on independent and identically distributed data. The mode of convergence is expected Kullback-Leibler distance and the number of parameters p is increasing with the sample size n. Using this, we give an asymptotic expansion of the Shannon mutual informati...
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ژورنال
عنوان ژورنال: Metrika
سال: 2013
ISSN: 0026-1335,1435-926X
DOI: 10.1007/s00184-013-0436-x