Bernsteinโvon Mises theorem English (Q4894580)
theorem that the posterior converges in the infinite-data limit ๐โซ1 to a multivariate normal distribution centred at the maximum likelihood estimator with covariance ๐โปยน๐ผ(๐โ)โปยน with ๐โ the true population parameter and ๐ผ(๐โ) the Fisher information English
Language | Label | Description | Also known as |
---|---|---|---|
British English | No label defined |
No description defined |
Statements
Q65943 (Deleted Item)
0 references
168408371
0 references
Q84292 (Deleted Item)
0 references
/m/0gyts5j
0 references