2009, English, Article edition: Bernstein Von Mises Theorem for linear functionals of the density Rivoirard, Vincent; Rousseau, Judith

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Bookmark: http://trove.nla.gov.au/version/208138
Physical Description
  • text
Published
  • HAL - CCSD
  • 2009
Language
  • English

Edition details

Title
  • Bernstein Von Mises Theorem for linear functionals of the density
Author
  • Rivoirard, Vincent
  • Rousseau, Judith
Published
  • HAL - CCSD
  • 2009
Physical Description
  • text
Subjects
Notes
  • In this paper, we study the asymptotic posterior distribution of linear functionals of the density. In particular, we give general conditions to obtain a semiparametric version of the Bernstein-Von Mises theorem. We then apply this general result to nonparametric priors based on infinite dimensional exponential families. As a byproduct, we also derive adaptive nonparametric rates of concentration of the posterior distributions under these families of priors on the class of Sobolev and Besov spaces.
  • HAL:hal-00405849, version 1
  • HAL:http:/​/​hal.archives-ouvertes.fr/​hal-00405849/​en/​
Language
  • English
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