On the Consistency of Posterior Mixtures and Its Applications
Datta, Somnath
Ann. Statist., Tome 19 (1991) no. 1, p. 338-353 / Harvested from Project Euclid
Consider i.i.d. pairs $(\theta_i, X_i), i \geq 1$, where $\theta_1$ has an unknown prior distribution $\omega$ and given $\theta_1, X_1$ has distribution $P_{\theta_1}$. This setup arises naturally in the empirical Bayes problems. We put a probability (a hyperprior) on the space of all possible $\omega$ and consider the posterior mean $\hat{\omega}$ of $\omega$. We show that, under reasonable conditions, $P_{\hat{\omega}} = \int P_\theta d\hat{\omega}$ is consistent in $L_1$. Under a identifiability assumption, this result implies that $\hat{\omega}$ is consistent in probability. As another application of the $L_1$ consistency, we consider a general empirical Bayes problem with compact state space. We prove that the Bayes empirical Bayes rules are asymptotically optimal.
Publié le : 1991-03-14
Classification:  Posterior,  consistency,  mixing distribution,  empirical Bayes,  asymptotic optimality,  62C10,  62C12
@article{1176347986,
     author = {Datta, Somnath},
     title = {On the Consistency of Posterior Mixtures and Its Applications},
     journal = {Ann. Statist.},
     volume = {19},
     number = {1},
     year = {1991},
     pages = { 338-353},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347986}
}
Datta, Somnath. On the Consistency of Posterior Mixtures and Its Applications. Ann. Statist., Tome 19 (1991) no. 1, pp.  338-353. http://gdmltest.u-ga.fr/item/1176347986/