Hu, Inchi - In: Journal of Multivariate Analysis 57 (1996) 2, pp. 215-227
Under minimum assumptions on the stochastic regressors, strong consistency of Bayes estimates is established in stochastic regression models in two cases: (1)Â When the prior distribution is discrete, the p.d.f.fof i.i.d. random errors is assumed to have finite Fisher informationI=[integral...