Daniele Durante
@danieledurante2
Associate Professor of Statistics @Unibocconi
ID: 504661751
https://danieledurante.github.io/web/ 26-02-2012 15:47:55
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The skewed Bernstein-von Mises theorem is online arxiv.org/abs/2301.03038. With Francesco Pozza and Botond Szabo we derive a new limiting law given by tractable generalized skew-normals that remarkably improves the convergence rate (and practical accuracy) of the classical BvM result!