Xing, Yang
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
Rapport2008
On Bayesian consistency
Xing, Yang; Ranneby, Bo
Sammanfattning
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
Nyckelord
Hellinger consistency; posterior distribution; nonparametric model
Publicerad i
Research report (Centre of Biostochastics)
2008, nummer: 2008:9, sidor: 1-14
Utgivare: Swedish University of Agricultural Sciences
SLU författare
Ranneby, Bo
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
UKÄ forskningsämne
Sannolikhetsteori och statistik
Permanent länk till denna sida (URI)
https://res.slu.se/id/publ/18926