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Research article, 2008

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: 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