Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator
We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes posterior distribution in general setting. First we characterize the set where the maximum marginal likelihood estimator is located with high probability. Then we provide oracle type of upper and lower bounds for...
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| 格式: | Journal article |
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Institute of Mathematical Statistics
2017
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