Skewed Bernstein-von Mises theorem and skew-modal approximations Page 1 The Annals of
Statistics 2024, Vol. 52, No. 6, 2714–2737 https://doi.org/10.1214/24-AOS2429 © Institute of …

Traditional methods for structural uncertainty problems with nonconventional distributions
involve a significant computational burden, attributed to the nonlinear increase of structures …

Suppose that X n is a sample of size n with log likelihood nl (θ), where θ is an unknown
parameter in R p having a prior distribution ξ (θ). We need not assume that the sample …

In Bayesian statistics, routinely implemented deterministic approximations of posterior
distributions typically rely on symmetric densities, often taken to be Gaussian. Such a choice …

Volatility estimation based on high-frequency data is important for accurate measurement
and control of financial asset risks. A Lévy process with infinite jump activity and …

We develop generalized approach to obtaining Edgeworth expansions for $ t $-statistics of
an arbitrary order using computer algebra and combinatorial algorithms. To incorporate …

This article considers the balanced nested multi-way multivariate analysis of variance
(MANOVA) models with random effects and a large number of main factor levels under …