Sammanfattning

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

Nyckelord

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

Publicerad i

Research report (Centre of Biostochastics)
2008, nummer: 6, sidor: 1-21
Utgivare: Centre of Biostochastics, SLU

SLU författare

• Xing, Yang

  • Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
    

• Ranneby, Bo

  • Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Sannolikhetsteori och statistik


Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/18933