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A Mixture Approach to Bayesian Goodness of Fit

Robert, Christian P.; Rousseau, Judith (2002), A Mixture Approach to Bayesian Goodness of Fit. https://basepub.dauphine.fr/handle/123456789/6071

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Type
Document de travail / Working paper
Date
2002
Publisher
Université Paris-Dauphine
Published in
Paris
Pages
25
Metadata
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Author(s)
Robert, Christian P.
Rousseau, Judith
Subjects / Keywords
Variable dimension model; Nonparametric estimation; MCMC Algorithms; Consistency; Birth-and-death process; Beta mixture distribution; Bayesian inference; Modèle à dimension variable; Estimation non-paramétrique; Algorithmes MCMC; Consistence; Processus de vie et de mort; Mélanges de lois béta; Inférence bayesienne
JEL
C14 - Semiparametric and Nonparametric Methods: General
C11 - Bayesian Analysis: General