Higher Order Expansions for Posterior Distributions Using Posterior Modes
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- Miyata Yoichi
- Faculty of Economics, Takasaki City University of Economics, 1300 Kaminamie, Takasaki, Gunma 370-0801, Japan. Email: ymiyatagbt@tcue.ac.jp
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抄録
The (arbitrary) higher order asymptotic expansion for posterior distributions of a single parameter is derived by using posterior modes, and its validity is shown. An asymptotic expansion for the Bayes risk with squared error loss of a posterior mode is derived.
収録刊行物
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- ＪＯＵＲＮＡＬ ＯＦ ＴＨＥ ＪＡＰＡＮ ＳＴＡＴＩＳＴＩＣＡＬ ＳＯＣＩＥＴＹ
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ＪＯＵＲＮＡＬ ＯＦ ＴＨＥ ＪＡＰＡＮ ＳＴＡＴＩＳＴＩＣＡＬ ＳＯＣＩＥＴＹ 38 (3), 415-429, 2008
日本統計学会
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詳細情報 詳細情報について
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- CRID
- 1390001205287252096
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- NII論文ID
- 110007122371
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- NII書誌ID
- AA1105098X
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- ISSN
- 13486365
- 18822754
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- MRID
- 2510947
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- NDL書誌ID
- 10167962
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可