APPROXIMATE MARGINAL DENSITIES OF NONLINEAR FUNCTIONS
成果类型：
Article
署名作者：
TIERNEY, L; KASS, RE; KADANE, JB
署名单位：
Carnegie Mellon University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/76.3.425
发表日期：
1989
页码：
425433
关键词：
摘要：
This paper presents an asymptotic approximation for the marginal density of a nonlinear function g(.theta.) that is applicable when the joint density of .theta. is dominated by a single mode and the Jacobian of g is of full rank near that mode. The approximation is based on Laplace''s method and its asymptotic properties are similar to those of the saddlepoint approximation. The approximation is applied to that computation of a marginal posterior density, a marginal sampling density and a marginal density based on a multivariate saddlepoint approximation to a joint density.
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