Asymptotics of the expected posterior

Annals of the Institute of Statistical Mathematics

Volumn 51, Issue 1, 1999, Pages 163-185

  Clarke, Bertrand ^a   Sun, Dongchu ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b UNIVERSITY OF MISSOURI   (United States)

Author keywords

Asymptotics; Bayes factor; Chi squared distance; Expected posterior; Relative entropy

Indexed keywords

EID: 6544265019     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1003891404142     Document Type: Article

References (8)

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4. Clarke, B. and Barron, A. R. (1990). Information-theoretic asymptotics of Bayes methods, IEEE Trans. Inform. Theory, 36(3), 453-471.
5. Clarke, B. and Sun, D. (1997). Reference priors under the Chi-square distance, Sankhyā Ser. A, 59, 215-231.
6. De Bruijn, N. G. (1961). Asymptotic Methods in Analysis, 2nd ed., Dover Publications, New York.
7. Feller, W. (1971). An Introduction to Probability Theory and Its Applications, Vol. II, 2nd ed., Wiley, New York.
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