Abstract

We introduce the Hausdorff alpha-entropy to study the strong Hellinger con-sistency of posterior distributions. We obtain general Bayesian consistency theorems which extend the well-known results of Barron, Schervish and Wasserman (1999), Ghosal, Ghosh and Ramamoorthi (1999) and Walker (2004). As an application we strengthen previous results on Bayesian consistency of the (normal) mixture models

Keywords

Hellinger consistency; posterior distribution; sieve; infinite-dimensional model

Published in

Research report (Centre of Biostochastics)
2008, number: 6, pages: 1-21
Publisher: Centre of Biostochastics, SLU

SLU Authors

• Xing, Yang

  • Department of Forest Economics, Swedish University of Agricultural Sciences
    

• Ranneby, Bo

  • 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/18933