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.
Citation
Antonio Lijoi. Igor Prünster. Stephen G. Walker. "Extending Doob's consistency theorem to nonparametric densities." Bernoulli 10 (4) 651 - 663, August 2004. https://doi.org/10.3150/bj/1093265634
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