On Posterior Consistency in Selection Models
نویسنده
چکیده
Selection models are appropriate when the probability that a potential datum enters the sample is a nondecreasing function of the numeric value of the datum. It is rarely justiiable to model this function, called the weight function, with a speciic parametric form, but is appealing to model with a nonparametric prior centered around a parametric form. The Bayesian analysis with Dirichlet process prior for the weight function is considered and it is proved that the posterior is consistent under the weak topology.
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