Laplace approximations for posterior expectations when the mode occurs at the boundary of the parameter space
Journal Article (Journal Article)
This article gives asymptotic expansions for posterior expectations when the mode is on the boundary of the parameter space. The idea, based on the divergence theorem, is to reduce the high-dimensional integrals over the parameters space to surface integrals over the boundary of the parameter space and then apply the usual interior-mode Laplace method to the latter integrals. It is shown that these approximations have second-order accuracy. The method is illustrated with applications to a two-sample binomial problem and a random-eflects model. © 1994 Taylor & Francis Group, LLC.
Full Text
Duke Authors
Cited Authors
- Erkanli, A
Published Date
- January 1, 1994
Published In
Volume / Issue
- 89 / 425
Start / End Page
- 250 - 258
Electronic International Standard Serial Number (EISSN)
- 1537-274X
International Standard Serial Number (ISSN)
- 0162-1459
Digital Object Identifier (DOI)
- 10.1080/01621459.1994.10476466
Citation Source
- Scopus