Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149596 | Journal of Statistical Planning and Inference | 2009 | 11 Pages |
Abstract
We introduce the Hausdorff αα-entropy to study the strong Hellinger consistency of posterior distributions. We obtain general Bayesian consistency theorems which extend the well-known results of Barron et al. [1999. The consistency of posterior distributions in nonparametric problems. Ann. Statist. 27, 536–561] and Ghosal et al. [1999. Posterior consistency of Dirichlet mixtures in density estimation. Ann. Statist. 27, 143–158] and Walker [2004. New approaches to Bayesian consistency. Ann. Statist. 32, 2028–2043]. As an application we strengthen previous results on Bayesian consistency of the (normal) mixture models.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yang Xing, Bo Ranneby,