On sufficient conditions for Bayesian consistency
From MaRDI portal
Publication:4455428
DOI10.1093/biomet/90.2.482zbMath1034.62024OpenAlexW2075302764MaRDI QIDQ4455428
Publication date: 16 March 2004
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/90.2.482
Related Items
Posterior consistency of Dirichlet mixtures for estimating a transition density, Asymptotics for posterior hazards, Consistency of Bayes estimators without the assumption that the model is correct, A decision-theoretical view of default priors, A posterior convergence rate theorem for general Markov chains, Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models, A review of Bayesian asymptotics in general insurance applications, A Bayesian nonparametric causal model, Bayesian consistency for a nonparametric stationary Markov model, Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations, New approaches to Bayesian consistency, Modern Bayesian asymptotics, Quantile pyramids for Bayesian nonparametrics, Sup–Hellinger consistency for local density regression, Sufficient conditions for Bayesian consistency, A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities, On Rates of Convergence for Posterior Distributions Under Misspecification, Statistical Decision Problems and Bayesian Nonparametric Methods, Consistency of Posterior Distributions for Heteroscedastic Nonparametric Regression Models, Bayesian consistency for Markov models
