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
Extending Doob's consistency theorem to nonparametric densities
LIJOI, ANTONIO;PRUENSTER, IGOR;
2004
Abstract
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
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
doob.pdf
non disponibili
Descrizione: Articolo principale
Tipologia:
Pdf editoriale (Publisher's layout)
Licenza:
NON PUBBLICO - Accesso privato/ristretto
Dimensione
121.8 kB
Formato
Adobe PDF
|
121.8 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
