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