New approaches to Bayesian consistency

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We use martingales to study Bayesian consistency. We derive sufficient conditions for both Hellinger and Kullback-Leibler consistency, which do not rely on the use of a sieve. Alternative sufficient conditions for Hellinger consistency are also found and demonstrated on examples.
Published at http://dx.doi.org/10.1214/009053604000000409 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 62G20 (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/130720

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0503672
 http://arxiv.org/abs/math/0503672
 Annals of Statistics 2004, Vol. 32, No. 5, 2028-2043
 doi:10.1214/009053604000000409

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