On strong Hellinger consistency of posterior distributions

Yang Xing, Bo Ranneby

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)505-515
JournalJournal of Nonparametric Statistics
Volume24
Issue number2
DOIs
Publication statusPublished - 2012

Subject classification (UKÄ)

  • Mathematics

Free keywords

  • Hellinger consistency
  • posterior distribution
  • nonparametric model

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