Walker, Stephen G. (2004) New approaches to Bayesian consistency. Annals of Statistics, 32 (5). pp. 2028-2043. ISSN 0090-5364. (doi:10.1214/009053604000000409) (KAR id:586)
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| Official URL: http://dx.doi.org/10.1214/009053604000000409 |
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Abstract
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.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1214/009053604000000409 |
| Uncontrolled keywords: | Hellinger consistency; Kullback-Leibler consistency; martingale sequence; predictive density |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Judith Broom |
| Date Deposited: | 19 Dec 2007 18:21 UTC |
| Last Modified: | 16 Nov 2021 09:39 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/586 (The current URI for this page, for reference purposes) |
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