کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1147744 | 957793 | 2011 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Consistency of Bayes estimators without the assumption that the model is correct
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
We examine a more general form of consistency which does not necessarily rely on the correct specification of the likelihood in the Bayesian setting, but we restrict the form of the likelihood to be in a minimal standard exponential family. First, we investigate the asymptotic behavior of the Bayes estimator of a parameter, and show that the Bayes estimator is consistent under the condition that the exponential family is full. However, we find that θi=θj and â¥Î¸iâθjâ¥<ε, even for very small ε, behave differently, even in an asymptotic manner, when the model is not correct. We note that the distinction applies generally to Bayesian testing problems.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 2, February 2011, Pages 748-757
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 2, February 2011, Pages 748-757
نویسندگان
Juhee Lee, Steven N. MacEachern,