政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/47288

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政大機構典藏 > 商學院 > 統計學系 > 期刊論文 > Item 140.119/47288

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题名:	Asymptotic Posterior Normality for Multiparameter Problems
作者:	翁久幸;蔡紋琦 Weng, Ruby C.;Tsai, Wen-Chi
关键词:	Maximum likelihood estimator;Multiparameter cases;Posterior normality;Stein`s identity;Stochastic processes
日期:	2008
上传时间:	2010-10-19 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
数据类型:	article
DOI 連結:	http://dx.doi.org/10.1016/j.jspi.2008.03.034
DOI:	10.1016/j.jspi.2008.03.034
显示于类别:	[統計學系] 期刊論文

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