A Bernstein-von Mises theorem for smooth functionals in semiparametric models

Article, Preprint, Other literature type English OPEN
Castillo, Ismael; Rousseau, Judith;
  • Publisher: Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/15-AOS1336
  • Subject: Mathematics - Statistics Theory | 62M15 | [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] | Bayesian nonparametrics | posterior concentration | semiparametric inference | 62G20 | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST] | Bernstein–von Mises theorem
    arxiv: Statistics::Theory | Statistics::Methodology

A Bernstein–von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems in i.i.d. and non-i.i.d. situations. In particular, new tools are developed to handle semiparametric bias, in particular for no... View more
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