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.
Original language | English |
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Pages (from-to) | 505-515 |
Journal | Journal of Nonparametric Statistics |
Volume | 24 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2012 |
Subject classification (UKÄ)
- Mathematics
Free keywords
- Hellinger consistency
- posterior distribution
- nonparametric model