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On strong Hellinger consistency of posterior distributions

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Author

Summary, in 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.

Publishing year

2012

Language

English

Pages

505-515

Publication/Series

Journal of Nonparametric Statistics

Volume

24

Issue

2

Document type

Journal article

Publisher

Taylor & Francis

Topic

  • Mathematics

Keywords

  • Hellinger consistency
  • posterior distribution
  • nonparametric model

Status

Published

ISBN/ISSN/Other

  • ISSN: 1048-5252