BERNSTEIN-VON MISES THEOREM FOR LINEAR FUNCTIONALS OF THE DENSITY
BERNSTEIN-VON MISES THEOREM FOR LINEAR FUNCTIONALS OF THE DENSITY
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Hayward: Institute of Mathematical Statistics
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English
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Hayward: Institute of Mathematical Statistics
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In this paper, we study the asymptotic posterior distribution of linear functionals of the density by deriving general conditions to obtain a semiparametric version of the Bernstein-von Mises theorem. The special case of the cumulative distributive function, evaluated at a specific point, is widely considered. In particular, we show that for infini...
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BERNSTEIN-VON MISES THEOREM FOR LINEAR FUNCTIONALS OF THE DENSITY
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1346850063
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_aos_1346850063
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ISSN
0090-5364
E-ISSN
2168-8966
DOI
10.1214/12-AOS1004