On strong Hellinger consistency of posterior distributions
(2012) In Journal of Nonparametric Statistics 24(2). p.505-515- 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 'On Bayesian Consistency', J. R. Statist. Soc., B 63, 811-821]. Our result is an extension of their theorem for alpha = 1/2.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/2826882
- author
- Xing, Yang LU and Ranneby, Bo
- organization
- publishing date
- 2012
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Hellinger consistency, posterior distribution, nonparametric model
- in
- Journal of Nonparametric Statistics
- volume
- 24
- issue
- 2
- pages
- 505 - 515
- publisher
- Taylor & Francis
- external identifiers
-
- wos:000303576400015
- scopus:84860792073
- ISSN
- 1048-5252
- DOI
- 10.1080/10485252.2012.655275
- language
- English
- LU publication?
- yes
- id
- 7d1cf422-95ad-41ee-9c2f-20ae5cd95fa9 (old id 2826882)
- date added to LUP
- 2016-04-01 13:14:05
- date last changed
- 2022-01-27 18:02:14
@article{7d1cf422-95ad-41ee-9c2f-20ae5cd95fa9, 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 'On Bayesian Consistency', J. R. Statist. Soc., B 63, 811-821]. Our result is an extension of their theorem for alpha = 1/2.}}, author = {{Xing, Yang and Ranneby, Bo}}, issn = {{1048-5252}}, keywords = {{Hellinger consistency; posterior distribution; nonparametric model}}, language = {{eng}}, number = {{2}}, pages = {{505--515}}, publisher = {{Taylor & Francis}}, series = {{Journal of Nonparametric Statistics}}, title = {{On strong Hellinger consistency of posterior distributions}}, url = {{http://dx.doi.org/10.1080/10485252.2012.655275}}, doi = {{10.1080/10485252.2012.655275}}, volume = {{24}}, year = {{2012}}, }