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Conjecture on failure of the Bernstein–von Mises theorem for classical MOM posteriors
Let the classical median-of-means estimator be obtained by choosing $\rho(x)=\lvert x\rvert$ , and let the posterior distribution be based on this estimator. Classical MOM Bernstein…
Conjectureopenasymptotic-statistics bayesian-inference median-of-meansarXiv posted 2 days ago

Conjecture on failure of the Bernstein–von Mises theorem for classical MOM posteriors