TY - BOOK
T1 - On Bayesian consistency
AU - Xing, Yang
AU - Ranneby, Bo
PY - 2008
Y1 - 2008
N2 - 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). Our result is an extension of their theorem for alpha = 1/2
AB - 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). Our result is an extension of their theorem for alpha = 1/2
KW - Hellinger consistency
KW - nonparametric model
KW - posterior distribution
KW - Hellinger consistency
KW - nonparametric model
KW - posterior distribution
UR - https://res.slu.se/id/publ/18926
UR - https://www.slu.se/contentassets/5116f4fbceaa42e7817a7a4acb4a24df/report2008_9.pdf
M3 - Report
T3 - Research report (Centre of Biostochastics)
BT - On Bayesian consistency
PB - Swedish University of Agricultural Sciences
ER -