Kitagawa, Toru; Olea, José Luis Montiel; Payne, Jonathan; … - 2019
This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(θ), where θ is a finite-dimensional parameter of either a parametric or semiparametric model. The main assumption is that the distribution of a suitable estimator θ^n, its...