Xing, Yang
- Department of Forest Economics, Swedish University of Agricultural Sciences
Report2008
On Bayesian consistency
Xing, Yang; Ranneby, Bo
Abstract
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
Keywords
Hellinger consistency; posterior distribution; nonparametric model
Published in
Research report (Centre of Biostochastics)
2008, number: 2008:9, pages: 1-14
Publisher: Swedish University of Agricultural Sciences
SLU Authors
Ranneby, Bo
- Department of Forest Economics, Swedish University of Agricultural Sciences
- Department of Forest Economics, Swedish University of Agricultural Sciences
UKÄ Subject classification
Probability Theory and Statistics
Permanent link to this page (URI)
https://res.slu.se/id/publ/18926