Necessary and Sufficient Condition for Convergence in Probability to Invariant Posterior Distributions

Stone, M.

Stone, M.

Ann. Math. Statist., Tome 41 (1970) no. 6, p. 1349-1353 / Harvested from Project Euclid

Résumé

For statistical problems based on groups, it is shown that there is convergence in probability to an invariant posterior distribution if and only if the posterior corresponds to right-invariant Haar prior and the group can support an asymptotically right-invariant sequence of proper prior distributions.

Publié le : 1970-08-14
Classification:

@article{1177696911,
     author = {Stone, M.},
     title = {Necessary and Sufficient Condition for Convergence in Probability to Invariant Posterior Distributions},
     journal = {Ann. Math. Statist.},
     volume = {41},
     number = {6},
     year = {1970},
     pages = { 1349-1353},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177696911}
}

Stone, M. Necessary and Sufficient Condition for Convergence in Probability to Invariant Posterior Distributions. Ann. Math. Statist., Tome 41 (1970) no. 6, pp.  1349-1353. http://gdmltest.u-ga.fr/item/1177696911/