Journal article
Approximate marginal densities of nonlinear functions
Biometrika, Vol.76(3), pp.425-433
09/1989
DOI: 10.1093/biomet/76.3.425
Abstract
This paper presents an asymptotic approximation for the marginal density of a nonlinear function g(θ) that is applicable when the joint density of θ is dominated by a single mode and the Jacobian of g is of full rank near that mode. The approximation is based on Laplace's method and its asymptotic properties are similar to those of the saddlepoint approximation. The approximation is applied to the computation of a marginal posterior density, a marginal sampling density and a marginal density based on a multivariate saddlepoint approximation to a joint density.
Details
- Title: Subtitle
- Approximate marginal densities of nonlinear functions
- Creators
- LUKE Tierney - University of MinnesotaROBERT E Kass - Carnegie Mellon UniversityJOSEPH B Kadane - Carnegie Mellon University
- Resource Type
- Journal article
- Publication Details
- Biometrika, Vol.76(3), pp.425-433
- Publisher
- Oxford University Press
- DOI
- 10.1093/biomet/76.3.425
- ISSN
- 0006-3444
- eISSN
- 1464-3510
- Language
- English
- Date published
- 09/1989
- Academic Unit
- Statistics and Actuarial Science
- Record Identifier
- 9984257621102771
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