Skip to main content

Laplace approximations for posterior expectations when the mode occurs at the boundary of the parameter space

Publication ,  Journal Article
Erkanli, A
Published in: Journal of the American Statistical Association
January 1, 1994

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.

Duke Scholars

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

January 1, 1994

Volume

89

Issue

425

Start / End Page

250 / 258

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

APA
Chicago
ICMJE
MLA
NLM
Erkanli, A. (1994). Laplace approximations for posterior expectations when the mode occurs at the boundary of the parameter space. Journal of the American Statistical Association, 89(425), 250–258. https://doi.org/10.1080/01621459.1994.10476466
Erkanli, A. “Laplace approximations for posterior expectations when the mode occurs at the boundary of the parameter space.” Journal of the American Statistical Association 89, no. 425 (January 1, 1994): 250–58. https://doi.org/10.1080/01621459.1994.10476466.
Erkanli A. Laplace approximations for posterior expectations when the mode occurs at the boundary of the parameter space. Journal of the American Statistical Association. 1994 Jan 1;89(425):250–8.
Erkanli, A. “Laplace approximations for posterior expectations when the mode occurs at the boundary of the parameter space.” Journal of the American Statistical Association, vol. 89, no. 425, Jan. 1994, pp. 250–58. Scopus, doi:10.1080/01621459.1994.10476466.
Erkanli A. Laplace approximations for posterior expectations when the mode occurs at the boundary of the parameter space. Journal of the American Statistical Association. 1994 Jan 1;89(425):250–258.

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

January 1, 1994

Volume

89

Issue

425

Start / End Page

250 / 258

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics