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Scricciolo, Catia (2001) Convergence rates of posterior distributions for dirichlet mixtures of normal densities. [Working Paper] WORKING PAPER SERIES, 21/2001 . , PADOVA (Inedito)

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Abstract (inglese)

In this paper convergence rates of posterior distributions of Ulrich-let mixtures of normal densities are determined when the true density is a mixture of normals over a compact set of locations. The scale parameter is allowed to take on values in an interval (O, σ2), with σ2 known. For location mixtures the rate depends on the tail behavior of the base measure as well as
on the tail behavior of the prior for the scale parameter. For location-scale mixtures, if the location and scale parameters are independently distributed according to Dirichlet processes, then the rate depends on the tail behavior of the base measures. If the scale and location parameters are components of the overall mixing parameter, then the rate is governed by the tail behavior of the base measure of the unique Dirichlet process prior.


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Tipo di EPrint:Working Paper
Anno di Pubblicazione:Dicembre 2001
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7369
Depositato il:26 Nov 2014 13:13
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