| Title | On strong Hellinger consistency of posterior distributions |
| Authors | Yang Xing, Bo Ranneby |
| Alternative Location | http://dx.doi.org/10.1080/1..., 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 |
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