Consistency of Dykstra-Laud Priors

Consistency of Dykstra-Laud Priors

We consider priors on increasing hazard rates induced by processes with independent increments and increasing sample paths. These generalize a construction of the Dykstra-Laud prior. We establish the$L^{1}\text{-support}$and then describe a class of distributions for which weak and$L^{1}$consistency...

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Veröffentlicht in:Sankhyā (2003) 2003-05, Vol.65 (2), p.464-481
Hauptverfasser: Drăghici, L., Ramamoorthi, R. V.
Format: Artikel
Sprache:eng
Schlagworte:
Asymptotics
Density
Integers
Random variables
Stochastic processes
Topology
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Zusammenfassung:We consider priors on increasing hazard rates induced by processes with independent increments and increasing sample paths. These generalize a construction of the Dykstra-Laud prior. We establish the$L^{1}\text{-support}$and then describe a class of distributions for which weak and$L^{1}$consistency of the posterior hold.
ISSN:0972-7671