메뉴 건너뛰기




Volumn 13, Issue 2, 2003, Pages 495-506

On Stein's identity for posterior normality

Author keywords

Maximum likelihood estimator; Posterior distributions; Posterior normality; Stein's identity; Stochastic processes

Indexed keywords


EID: 0038720631     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (7)

References (16)
  • 2
    • 0001330334 scopus 로고
    • On asymptotic normality of limiting density functions with Bayesian implications
    • Chen, C. F. (1985). On asymptotic normality of limiting density functions with Bayesian implications. J. Roy. Statist. Soc. Ser. B 47, 540-546.
    • (1985) J. Roy. Statist. Soc. Ser. B , vol.47 , pp. 540-546
    • Chen, C.F.1
  • 3
    • 84971995839 scopus 로고
    • On the limiting normality of posterior distributions
    • Dawid, A. P. (1970). On the limiting normality of posterior distributions. Proc. Camb. Phil. Soc. 67, 625-633.
    • (1970) Proc. Camb. Phil. Soc. , vol.67 , pp. 625-633
    • Dawid, A.P.1
  • 5
    • 0000367682 scopus 로고
    • On efficiency and exponential families in stochastic process estimation
    • (Edited by G. P. Patil and S. Kotz and J. K. Ord), Reidel, Dordrecht
    • Heyde, C. C. and Feigin, P. D. (1975). On efficiency and exponential families in stochastic process estimation. In Statistical Distributions in Scientific Work 1 (Edited by G. P. Patil and S. Kotz and J. K. Ord), 227-240. Reidel, Dordrecht.
    • (1975) Statistical Distributions in Scientific Work , vol.1 , pp. 227-240
    • Heyde, C.C.1    Feigin, P.D.2
  • 6
    • 0009989575 scopus 로고
    • On asymptotic posterior normality for stochastic processes
    • Heyde, C. C. and Johnstone, I. M. (1979). On asymptotic posterior normality for stochastic processes. J. Roy. Statist. Soc. Ser. B 41, 184-189.
    • (1979) J. Roy. Statist. Soc. Ser. B , vol.41 , pp. 184-189
    • Heyde, C.C.1    Johnstone, I.M.2
  • 7
    • 0001153759 scopus 로고
    • Asymptotic expansions associated with posterior distributions
    • Johnson, R. (1970). Asymptotic expansions associated with posterior distributions. Ann. Math. Statist. 41, 851-864.
    • (1970) Ann. Math. Statist. , vol.41 , pp. 851-864
    • Johnson, R.1
  • 8
    • 0000678581 scopus 로고
    • On some asymptotic properties of maximum likelihood and related Bayes estimates
    • Le Cam, L. (1953). On some asymptotic properties of maximum likelihood and related Bayes estimates. University of California Publicatioins in Statist. 1, 277-330.
    • (1953) University of California Publicatioins in Statist , vol.1 , pp. 277-330
    • Le Cam, L.1
  • 10
    • 0000844245 scopus 로고
    • Uniform asymptotic normality of the maximum likelihood estimator
    • Sweeting, T. J. (1980). Uniform asymptotic normality of the maximum likelihood estimator. Ann. Statist. 8, 1375-1381.
    • (1980) Ann. Statist. , vol.8 , pp. 1375-1381
    • Sweeting, T.J.1
  • 11
    • 0038378566 scopus 로고
    • Asymptotic posterior normality for stochastic processes revisited
    • Sweeting, T. J. and Adekola, A. O. (1987). Asymptotic posterior normality for stochastic processes revisited. J. Roy. Statist. Soc. Ser. B 49, 215-222.
    • (1987) J. Roy. Statist. Soc. Ser. B , vol.49 , pp. 215-222
    • Sweeting, T.J.1    Adekola, A.O.2
  • 12
    • 0001905135 scopus 로고
    • On the asymptotic behaviour of posterior distributions
    • Walker, A. M. (1969). On the asymptotic behaviour of posterior distributions. J. Roy. Statist. Soc. Ser. B 31, 80-88.
    • (1969) J. Roy. Statist. Soc. Ser. B , vol.31 , pp. 80-88
    • Walker, A.M.1
  • 13
    • 0034396923 scopus 로고    scopus 로고
    • Integrable expansions for posterior distributions for multiparameter exponential families with applications to sequential confidence levels
    • Weng, R. C. and Woodroofe, M. (2000). Integrable expansions for posterior distributions for multiparameter exponential families with applications to sequential confidence levels. Statist. Sinica 10, 693-713.
    • (2000) Statist. Sinica , vol.10 , pp. 693-713
    • Weng, R.C.1    Woodroofe, M.2
  • 14
    • 0001608943 scopus 로고
    • Very weak expansions for sequentially designed experiments: Linear models
    • Woodroofe, M. (1989). Very weak expansions for sequentially designed experiments: linear models. Ann. Statist. 17, 1087-1102.
    • (1989) Ann. Statist. , vol.17 , pp. 1087-1102
    • Woodroofe, M.1
  • 15
    • 0002647228 scopus 로고
    • Integrable expansions for posterior distributions for one-parameter exponential families
    • Woodroofe, M. (1992). Integrable expansions for posterior distributions for one-parameter exponential families. Statist. Sinica 2, 91-111.
    • (1992) Statist. Sinica , vol.2 , pp. 91-111
    • Woodroofe, M.1
  • 16
    • 0642310184 scopus 로고    scopus 로고
    • Corrected confidence sets for sequentially designed experiments
    • Woodroofe, M. and Coad, D. S. (1997). Corrected confidence sets for sequentially designed experiments. Statist. Sinica 7, 53-74.
    • (1997) Statist. Sinica , vol.7 , pp. 53-74
    • Woodroofe, M.1    Coad, D.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.