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Bayesian Goodness-of-Fit Testing with Mixtures of Triangular Distributions

Mengersen, Kerrie; Rousseau, Judith; McVinish, Ross (2009), Bayesian Goodness-of-Fit Testing with Mixtures of Triangular Distributions, Scandinavian Journal of Statistics, 36, p. 337-354. http://dx.doi.org/10.1111/j.1467-9469.2008.00620.x

Type
Article accepté pour publication ou publié
Lien vers un document non conservé dans cette base
http://hal.archives-ouvertes.fr/hal-00361410/en/
Date
2009
Nom de la revue
Scandinavian Journal of Statistics
Volume
36
Éditeur
Wiley-Blackwell
Pages
337-354
Identifiant publication
Métadonnées
Afficher la notice complète
Auteur(s)
Mengersen, Kerrie

Rousseau, Judith

McVinish, Ross
Résumé (EN)
We consider the consistency of the Bayes factor in goodness of fit testing for a parametric family of densities against a non-parametric alternative. Sufficient conditions for consistency of the Bayes factor are determined and demonstrated with priors using certain mixtures of triangular densities.
Mots-clés
Bayesian non-parametrics; consistency; goodness of fit
JEL
C11 - Bayesian Analysis: General