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題名 Asymptotic Posterior Normality for Multiparameter Problems
作者 翁久幸;蔡紋琦
Weng, Ruby C. ;
     Tsai, Wen-Chi
關鍵詞 Maximum likelihood estimator;
     Multiparameter cases;
     Posterior normality;
     Stein`s identity;
     Stochastic processes
日期 2008
上傳時間 19-Oct-2010 22:48:51 (UTC+8)
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
dc.creator (作者) 翁久幸;蔡紋琦zh_TW
dc.creator (作者) Weng, Ruby C. ;
     Tsai, Wen-Chi
-
dc.date (日期) 2008-
dc.date.accessioned 19-Oct-2010 22:48:51 (UTC+8)-
dc.date.available 19-Oct-2010 22:48:51 (UTC+8)-
dc.date.issued (上傳時間) 19-Oct-2010 22:48:51 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/47288-
dc.description.abstract (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.-
dc.language zh_TWen
dc.language.iso en_US-
dc.relation (關聯) Journal of Statistical Planning and Inference, 138, 4068-4080en
dc.subject (關鍵詞) Maximum likelihood estimator;
     Multiparameter cases;
     Posterior normality;
     Stein`s identity;
     Stochastic processes
-
dc.title (題名) Asymptotic Posterior Normality for Multiparameter Problemsen
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1016/j.jspi.2008.03.034en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1016/j.jspi.2008.03.034en_US