Modern Bayesian Asymptotics
نویسنده
چکیده
A survey of modern Bayesian asymptotics is given. Specific attention is paid to the Hellinger consistency of posterior distributions and the asymptotic study of Bayes factors.
منابع مشابه
Theoretical Statistics and Asymptotics
Cox and Hinkley’s Theoretical Statistics (1974) was arguably the first modern treatment of the foundations and theory of statistics, and for the past thirty years has served as a unique book for the study of what used to be called mathematical statistics. One of its strengths is the large number of examples that serve not only to illustrate key concepts, but also to illustrate limitations of ma...
متن کاملBayesian Analysis of Change - Point Hazard Rate
Change-point hazard rate models arise, for example, in applying \burn-in" techniques to screen defective items and in studying times until undesirable side eeects occur in clinical trials. The classical approach develops estimates of model parameters, with particular interest in the threshold or change-point parameter, but exclusively in terms of asymptotic properties. Such asymptotics can be p...
متن کاملTHE UNIVERSITY OF BRITISH COLUMBIA DEPARTMENT OF STATISTICS TECHNICAL REPORT # 243 Asymptotics of Bayesian Median Loss Estimation By Chi
Here we define estimators based on minimizing the median of a loss function in the Bayesian context. For these estimators, we establish √ n-consistency, asymptotic normality and efficiency. We contrast the asymptotic behavior of these medloss estimators with the n asymptotic behavior of the least median of squares (LMS) estimators and the least trimmed squares (LTS) estimators which are √ n-con...
متن کاملAsymptotics for the infinite time ruin probability of a dependent risk model with a constant interest rate and dominatedly varying-tailed claim sizes
This paper mainly considers a nonstandard risk model with a constant interest rate, where both the claim sizes and the inter-arrival times follow some certain dependence structures. When the claim sizes are dominatedly varying-tailed, asymptotics for the infinite time ruin probability of the above dependent risk model have been given.
متن کاملOn posterior distribution of Bayesian wavelet thresholding
We investigate the posterior rate of convergence for wavelet shrinkage using a Bayesian approach in general Besov spaces. Instead of studying the Bayesian estimator related to a particular loss function, we focus on the posterior distribution itself from a nonparametric Bayesian asymptotics point of view and study its rate of convergence. We obtain the same rate as in Abramovich et al. (2004) w...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2004