Walker, S.G. (2004) New approaches to Bayesian consistency. Annals of Statistics, 32 (5). pp. 2028-2043. ISSN 0090-5364.
|PDF (New Approaches to Bayesian Consistency)|
We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hettinger and Kullback-Leibler consistency, which do not rely on the use of a sieve. Alternative sufficient conditions for Hellinger consistency are also found and demonstrated on examples.
|Uncontrolled keywords:||Hellinger consistency; Kullback-Leibler consistency; martingale sequence; predictive density|
|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:||13 Mar 2012 10:09|
|Resource URI:||http://kar.kent.ac.uk/id/eprint/586 (The current URI for this page, for reference purposes)|
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