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The exponential rates of convergence of posterior distributions

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  • James Fu
  • Robert Kass

Abstract

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Suggested Citation

  • James Fu & Robert Kass, 1988. "The exponential rates of convergence of posterior distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(4), pages 683-691, December.
    • Handle: RePEc:spr:aistmt:v:40:y:1988:i:4:p:683-691
    DOI: 10.1007/BF00049426
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    Cited by:

    1. Claudio Macci, 2010. "Large deviations for estimators of some threshold parameters," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 19(1), pages 63-77, March.
    2. Claudio Macci & Stefano Trapani, 2013. "Large deviations for posterior distributions on the parameter of a multivariate $$\text{ AR}(p)$$ process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 65(4), pages 703-719, August.
    3. Ganesh, Ayalvadi & O'Connell, Neil, 1999. "An inverse of Sanov's theorem," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 201-206, April.

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