Grendar, Marian; Judge, George G.; Niven, R. K. - Department of Agricultural and Resource Economics, … - 2007
The Bayesian Sanov Theorem (BST) identifies, under both correct and incorrect specification of infinite dimensional model, the points of concentration of the posterior measure. Utilizing this insight in the context of Polya urn sampling, Bayesian nonparametric consistency is established. Polya...