Abstract
Let (X-k)(kis an element ofN) be a sequence of i.i.d. random variables taking values in a set Omega, and consider the problem of estimating the law of X-1 in a Bayesian framework. We prove, under mild conditions on the prior, that the sequence of posterior distributions satisfies a moderate deviation principle.
| Translated title of the contribution | Moderate deviations for Bayes posteriors |
|---|---|
| Original language | English |
| Pages (from-to) | 153 - 167 |
| Number of pages | 15 |
| Journal | Scandinavian Journal of Statistics |
| Volume | 29 (1) |
| DOIs | |
| Publication status | Published - Mar 2002 |