Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/47288| DC Field | Value | Language |
|---|---|---|
| dc.creator | 翁久幸;蔡紋琦 | zh_TW |
| dc.creator | Weng, Ruby C. ;\r\nTsai, Wen-Chi | - |
| dc.date | 2008 | - |
| dc.date.accessioned | 2010-10-19T14:48:51Z | - |
| dc.date.available | 2010-10-19T14:48:51Z | - |
| dc.date.issued | 2010-10-19T14:48:51Z | - |
| dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/47288 | - |
| dc.description.abstract | For asymptotic posterior normality in the one-parameter cases, Weng [2003. On Stein`s identity for posterior normality. Statist. Sinica 13, 495–506] proposed to use a version of Stein`s Identity to write the posterior expectations for functions of a normalized quantity in a form that is more transparent and can be easily analyzed. In the present paper we extend this approach to the multi-parameter cases and compare our conditions with earlier work. Three examples are used to illustrate the application of this method. | - |
| dc.language | zh_TW | en |
| dc.language.iso | en_US | - |
| dc.relation | Journal of Statistical Planning and Inference, 138, 4068-4080 | en |
| dc.subject | Maximum likelihood estimator; \r\nMultiparameter cases; \r\nPosterior normality; \r\nStein`s identity; \r\nStochastic processes | - |
| dc.title | Asymptotic Posterior Normality for Multiparameter Problems | en |
| dc.type | article | en |
| dc.identifier.doi | 10.1016/j.jspi.2008.03.034 | en_US |
| dc.doi.uri | http://dx.doi.org/10.1016/j.jspi.2008.03.034 | en_US |
| item.languageiso639-1 | en_US | - |
| item.cerifentitytype | Publications | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
| item.openairetype | article | - |
| item.fulltext | With Fulltext | - |
| item.grantfulltext | open | - |
| Appears in Collections: | 期刊論文 | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 4068-4080.pdf | 300.83 kB | Adobe PDF2 | View/Open |
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