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| Field |
Value |
| Title: | Asymptotic Posterior Normality for Multiparameter Problems |
| Authors: | 翁久幸;蔡紋琦
Weng, Ruby C. ;
Tsai, Wen-Chi |
| Keywords: | Maximum likelihood estimator;
Multiparameter cases;
Posterior normality;
Stein's identity;
Stochastic processes |
| Date: | 2008 |
| Issue Date: | 2010-10-19 22:48:51 (UTC+8) |
| 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. |
| Relation: | Journal of Statistical Planning and Inference, 138, 4068-4080 |
| Data Type: | article |
| DOI: | http://dx.doi.org/10.1016/j.jspi.2008.03.034 |
| DCField |
Value |
Language |
| dc.creator (Authors) | 翁久幸;蔡紋琦 | zh_TW |
| dc.creator (Authors) | Weng, Ruby C. ;
Tsai, Wen-Chi | - |
| dc.date (Date) | 2008 | - |
| dc.date.accessioned | 2010-10-19 22:48:51 (UTC+8) | - |
| dc.date.available | 2010-10-19 22:48:51 (UTC+8) | - |
| dc.date.issued (Issue Date) | 2010-10-19 22:48:51 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/47288 | - |
| dc.description.abstract (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 (Language) | zh_TW | en |
| dc.language.iso | en_US | - |
| dc.relation (Relation) | Journal of Statistical Planning and Inference, 138, 4068-4080 | en |
| dc.subject (Keywords) | Maximum likelihood estimator;
Multiparameter cases;
Posterior normality;
Stein's identity;
Stochastic processes | - |
| dc.title (Title) | Asymptotic Posterior Normality for Multiparameter Problems | en |
| dc.type (Data Type) | article | en |
| dc.identifier.doi (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 |
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