Bernstein–von Mises theorem for linear functionals of the density

Article, Preprint, Other literature type English OPEN
Rivoirard, Vincent; Rousseau, Judith;
(2012)
  • Publisher: The Institute of Mathematical Statistics
  • Journal: issn: 0090-5364
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/12-AOS1004, doi: 10.1214/12-AOS1004SUPP
  • Subject: Bayesian nonparametric | 62G07 | [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] | [ MATH.MATH-ST ] Mathematics [math]/Statistics [math.ST] | Bernstein–von Mises | rates of convergence | Mathematics - Statistics Theory | Bernstein Von Mises | semiparametric inference | wavelet | 62G20 | AMS:62G20;62F15 | [ STAT.TH ] Statistics [stat]/Statistics Theory [stat.TH] | [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH] | adaptive estimation | 62F15

48pages; International audience; In this paper, we study the asymptotic posterior distribution of linear functionals of the density by deriving general conditions to obtain a semi-parametric version of the Bernstein-von Mises theorem. The special case of the cumulative ... View more
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