A Bernstein-von Mises theorem in the nonparametric right-censoring model
| dc.creator | Kim, Yongdai | |
| dc.creator | Lee, Jaeyong | |
| dc.date | 2004-10-05 | |
| dc.date.accessioned | 2026-07-07T08:06:31Z | |
| dc.date.available | 2026-07-07T08:06:31Z | |
| dc.description | In the recent Bayesian nonparametric literature, many examples have been reported in which Bayesian estimators and posterior distributions do not achieve the optimal convergence rate, indicating that the Bernstein-von Mises theorem does not hold. In this article, we give a positive result in this direction by showing that the Bernstein-von Mises theorem holds in survival models for a large class of prior processes neutral to the right. We also show that, for an arbitrarily given convergence rate n^{-α} with 0<α\leq 1/2, a prior process neutral to the right can be chosen so that its posterior distribution achieves the convergence rate n^{-α}. | |
| dc.description | Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/009053604000000526 | |
| dc.identifier | https://arxiv.org/abs/math/0410083 | |
| dc.identifier | http://arxiv.org/abs/math/0410083 | |
| dc.identifier | Annals of Statistics 2004, Vol. 32, No. 4, 1492-1512 | |
| dc.identifier | doi:10.1214/009053604000000526 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130631 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62C10 (Primary) 62G20, 62N01. (Secondary) | |
| dc.title | A Bernstein-von Mises theorem in the nonparametric right-censoring model | |
| dc.type | text |