Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

It is proved in the paper that every possible set of conditions which implies consistency of the maximum likelihood method also implies consistency of Bayes estimates for a large class of prior ...

We consider the asymptotic behaviour of the marginal maximum likelihood empirical Bayes posterior distribution in general setting. First, we characterize the set where the maximum marginal likelihood ...