Adaptive Bayes Test for Monotonicity
Salomond, Jean-Bernard (2014), Adaptive Bayes Test for Monotonicity, in Lanzarone, Ettore; Ieva, Francesca, The Contribution of Young Researchers to Bayesian Statistics. Proceedings of BAYSM2013, Springer : Berlin, p. 29-33. http://dx.doi.org/10.1007/978-3-319-02084-6_7
TypeCommunication / Conférence
External document linkhttp://arxiv.org/abs/1303.6466v1
Conference titleBAyesian Young Statistician Meeting (BAYSM) 2013
Book titleThe Contribution of Young Researchers to Bayesian Statistics. Proceedings of BAYSM2013
Book authorLanzarone, Ettore; Ieva, Francesca
Series titleSpringer Proceedings in Mathematics & Statistics
Number of pages214
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Abstract (EN)We study the asymptotic behavior of a Bayesian nonparametric test of qualitative hypotheses. More precisely, we focus on the problem of testing monotonicity of a regression function. Even if some results are known in the frequentist framework, no Bayesian testing procedure has been proposed; at least none has been studied theoretically. This paper proposes a procedure that is straightforward to implement, which is a great advantage compared to those proposed in the literature.
Subjects / KeywordsBayesian Nonparametric; Nonparametric hypothesis testing; Nonparametric regression; Asymptotic properties
Showing items related by title and author.
On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models Scricciolo, Catia; Salomond, Jean-Bernard; Rousseau, Judith (2014-01-30) Communication / Conférence