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[Semiparametric Bernstein - von Mises theorem: non-asymptotic approach] М. Е. Панов Лаборатория структурных методов анализа данных в предсказательном моделировании при МФТИ (ПреМоЛаб), г. Москва |
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Аннотация: Classical asymptotic Bernstein-von Mises theorem will be reconsidered in non-asymptotic setup. Special attention will be paid to applicability of the results in case of growing parameter dimension and to the notion of effective dimension. The results for growing dimension will be extended to the semiparametric estimation with nuisance from Sobolev class. General results will be accompanied by particular examples illustrating the theory. Язык доклада: английский |
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