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.
Publié le : 2004-08-14
Classification:
consistency,
Hellinger distance,
martingale,
rate of convergence
@article{1093265634,
author = {Lijoi, Antonio and Pr\"unster, Igor and Walker, Stephen G.},
title = {Extending Doob's consistency theorem to nonparametric densities},
journal = {Bernoulli},
volume = {10},
number = {2},
year = {2004},
pages = { 651-663},
language = {en},
url = {http://dml.mathdoc.fr/item/1093265634}
}
Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. Extending Doob's consistency theorem to nonparametric densities. Bernoulli, Tome 10 (2004) no. 2, pp. 651-663. http://gdmltest.u-ga.fr/item/1093265634/