Research article, 2008
On Bayesian consistency
Xing Yang, Ranneby BoAbstract
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 = 1/2Keywords
Hellinger consistency; posterior distribution; nonparametric modelPublished in
Research report (Centre of Biostochastics)2008, number: 9, pages: 1-14
Publisher: Centre of Biostochastics, SLU
Authors' information
Xing, Yang
Swedish University of Agricultural Sciences, Department of Forest Economics
Swedish University of Agricultural Sciences, Department of Forest Economics
URI (permanent link to this page)
https://res.slu.se/id/publ/18926