On strong Hellinger consistency of posterior distributions
Författare
Summary, in English
We establish a sufficient condition ensuring strong Hellinger consistency of posterior distributions. We also prove a strong Hellinger consistency theorem for the pseudoposterior distributions based on the likelihood ratio with power 0 < alpha < 1, which are introduced by Walker and Hjort [2001 'On Bayesian Consistency', J. R. Statist. Soc., B 63, 811-821]. Our result is an extension of their theorem for alpha = 1/2.
Avdelning/ar
Publiceringsår
2012
Språk
Engelska
Sidor
505-515
Publikation/Tidskrift/Serie
Journal of Nonparametric Statistics
Volym
24
Issue
2
Dokumenttyp
Artikel i tidskrift
Förlag
Taylor & Francis
Ämne
- Mathematics
Nyckelord
- Hellinger consistency
- posterior distribution
- nonparametric model
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1048-5252