Article ID Journal Published Year Pages File Type
1148946 Journal of Statistical Planning and Inference 2011 9 Pages PDF
Abstract

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-entropyα-entropy introduced by Xing and Ranneby (2009) and a new notion of prior concentration. Our results are applied to several statistical models.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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