| Title | Convergence rates of nonparametric posterior distributions |
| Authors | Yang Xing |
| Alternative Location | http://www.sciencedirect.co..., Restricted Access |
| Alternative Location | http://dx.doi.org/10.1016/j..., Restricted Access |
| Publication | Journal of Statistical Planning and Inference |
| Year | 2011 |
| Volume | 141 |
| Issue | 11 |
| Pages | 3382 - 3390 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | North-Holland |
| Abstract English | We study the asymptotic behavior of posterior distributions for i.i.d. data. We present general posterior convergence rate theorems which extend several known results on rates of posterior convergence. Our main tools are the Hausdorff α-entropy introduced by Xing and Ranneby (2009) and a new notion of prior concentration. Our results are applied to several statistical models. |
| Keywords | Hellinger consistency, Posterior distribution, Rate of convergence, Sieve, Infinite-dimensional model, |
| ISBN/ISSN/Other | ISSN: 0378-3758 (print) |
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