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https://ah.lib.nccu.edu.tw/handle/140.119/47288| 題名: | Asymptotic Posterior Normality for Multiparameter Problems | 作者: | 翁久幸;蔡紋琦 Weng, Ruby C. ;\r\nTsai, Wen-Chi |
關鍵詞: | Maximum likelihood estimator; \r\nMultiparameter cases; \r\nPosterior normality; \r\nStein`s identity; \r\nStochastic processes | 日期: | 2008 | 上傳時間: | 19-Oct-2010 | 摘要: | 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. | 關聯: | Journal of Statistical Planning and Inference, 138, 4068-4080 | 資料類型: | article | DOI: | http://dx.doi.org/10.1016/j.jspi.2008.03.034 |
| Appears in Collections: | 期刊論文 |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| 4068-4080.pdf | 300.83 kB | Adobe PDF2 | View/Open |
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