期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2012
卷号：74
期号：2
页码：194-221
DOI：10.1007/s13171-012-0008-6
语种：English
出版社：Indian Statistical Institute
摘要：A semiparametric model is considered where the functional of interest is a shift parameter between two curves. A surprising example is provided where two at first sight indistinguishable Gaussian priors lead to quite different behaviours of the posterior distribution of the functional of interest. This phenomenon also illustrates that a condition introduced in Castillo ( 2012 ) of the approximation of the least favourable direction by the Gaussian prior is almost necessary for the Bernstein–von Mises theorem to hold.
关键词：Bayesian nonparametrics, Bernstein–von Mises theorem, semiparametric models, Gaussian process priors.
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