Xing, Yang
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
Forskningsartikel2008
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: 9, sidor: 1-14
Utgivare: Centre of Biostochastics, SLU
Ranneby, Bo
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
- Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
SLU författare
Permanent länk till denna sida (URI)
https://res.slu.se/id/publ/18926