Mathematical Sciences

Lund University

Title On strong Hellinger consistency of posterior distributions
Authors Yang Xing, Bo Ranneby
Alternative Location, Restricted Access
Publication Journal of Nonparametric Statistics
Year 2012
Volume 24
Issue 2
Pages 505 - 515
Document type Article
Status Published
Quality controlled Yes
Language eng
Publisher Taylor & Francis
Abstract English 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.
Keywords Hellinger consistency, posterior distribution, nonparametric model,
ISBN/ISSN/Other ISSN: 1048-5252