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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
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/47288


    Title: Asymptotic Posterior Normality for Multiparameter Problems
    Authors: 翁久幸;蔡紋琦
    Weng, Ruby C.;Tsai, Wen-Chi
    Keywords: Maximum likelihood estimator;Multiparameter cases;Posterior normality;Stein's identity;Stochastic processes
    Date: 2008
    Issue Date: 2010-10-19 22:48:51 (UTC+8)
    Abstract: 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.
    Relation: Journal of Statistical Planning and Inference, 138, 4068-4080
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/j.jspi.2008.03.034
    DOI: 10.1016/j.jspi.2008.03.034
    Appears in Collections:[統計學系] 期刊論文

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