Extending Doob's consistency theorem to nonparametric densities

Lijoi, A. and Prunster, I. and Walker, S.G. (2004) Extending Doob's consistency theorem to nonparametric densities. Bernoulli, 10 (4). pp. 651-663. ISSN 1350-7265. (The full text of this publication is not available from this repository)

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Official URL
http://dx.doi.org/10.3150/bj/1093265634

Abstract

We extend Doob's well-known result on Bayesian consistency The extension covers the case where the nonparametric prior is fully supported by densities. However, our use of martingales differs from that of Doob. We also consider rates.

Item Type: Article
Additional information: This paper extends the Doob theorem for Bayesian consistency to infinite dimensional models. The proof relies on a different type of martingale to the one used by Doob.
Uncontrolled keywords: consistency; Hellinger distance; martingale; rate of convergence
Subjects: H Social Sciences > HA Statistics
Divisions: Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science
Depositing User: Judith Broom
Date Deposited: 19 Dec 2007 18:21
Last Modified: 14 Jan 2010 13:59
Resource URI: http://kar.kent.ac.uk/id/eprint/585 (The current URI for this page, for reference purposes)
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