Showing math.STShow all
2 papers · 1 filter
math.ST2022
Normal approximation for the posterior in exponential families
Adrian Fischer, Robert E. Gaunt, Gesine Reinert +1
In this paper, we obtain quantitative, non-asymptotic, and data-dependent \textit{Bernstein-von Mises type} bounds on the normal approximation of the posterior distribution in expo…
math.ST2022
Weibull or not Weibull?
Bruno Ebner, Adrian Fischer, Norbert Henze +1
We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace tr…