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Bernstein Von Mises Theorem for linear functionals of the density

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 نشر من قبل Vincent Rivoirard
 تاريخ النشر 2009
  مجال البحث الاحصاء الرياضي
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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.



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