On strong Hellinger consistency of posterior distributions

Yang Xing and Bo Ranneby

Journal of Nonparametric Statistics, 2012, vol. 24, issue 2, 505-515

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<α<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 α=½.

Date: 2012
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/10485252.2012.655275 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:24:y:2012:i:2:p:505-515

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485252.2012.655275

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().