Abstract

For asymptotic posterior normality in the one-parameter cases, Weng [2003. On Stein's identity for posterior normality. Statist. Sinica 13, 495–506] proposed to use a version of Stein's Identity to write the posterior expectations for functions of a normalized quantity in a form that is more transparent and can be easily analyzed. In the present paper we extend this approach to the multi-parameter cases and compare our conditions with earlier work. Three examples are used to illustrate the application of this method.

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