On convergence of posterior distributions
成果类型：
Article
署名作者：
Ghosal, S; Ghosh, JK; Samanta, T
署名单位：
Indian Statistical Institute; Indian Statistical Institute Kolkata
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
发表日期：
1995
页码：
2145-2152
关键词：
摘要：
A general (asymptotic) theory of estimation was developed by Ibragimov and Has'minskii under certain conditions on the normalized likelihood ratios. In an earlier work, the present authors studied the limiting behaviour of the posterior distributions under the general setup of Ibragimov and Has'minskii. In particular, they obtained a necessary condition for the convergence of a suitably centered (and normalized) posterior to a constant limit in terms of the limiting likelihood ratio process. In this paper, it is shown that this condition is also sufficient to imply the posterior convergence. Some related results are also presented.