Misspecification in infinite-dimensional Bayesian statistics

B.J.K. Kleijn; A.W. van der Vaart

doi:10.1214/009053606000000029

Misspecification in infinite-dimensional Bayesian statistics

B.J.K. Kleijn, A.W. van der Vaart

Mathematics

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Abstract

We consider the asymptotic behavior of posterior distributions if the model is misspecified. Given a prior distribution and a random sample from a distribution P

Original language	English
Pages (from-to)	837-877
Number of pages	42
Journal	Annals of Statistics
Volume	34
Issue number	2
DOIs	https://doi.org/10.1214/009053606000000029
Publication status	Published - 2006

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MR2283395

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10.1214/009053606000000029

220197Final published version, 3.7 MB

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title = "Misspecification in infinite-dimensional Bayesian statistics",

abstract = "We consider the asymptotic behavior of posterior distributions if the model is misspecified. Given a prior distribution and a random sample from a distribution P",

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Misspecification in infinite-dimensional Bayesian statistics

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