BAYESIAN ASYMPTOTICS WITH MISSPECIFIED MODELS

In this paper, we study the asymptotic properties of a sequence of posterior distributions based on an independent and identically distributed sample and when the Bayesian model is misspecified. We find a sufficient condition on the prior for the posterior to accumulate around the densities in the m...

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Veröffentlicht in:	Statistica Sinica 2013-01, Vol.23 (1), p.169-187
Hauptverfasser:	De Blasi, Pierpaolo, Walker, Stephen G.
Format:	Artikel
Sprache:	eng
Schlagworte:	Covariance Density estimation Entropy Infinity Mathematical theorems Polynomials Sufficient conditions Truncation
Online-Zugang:	Volltext
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