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dc.contributor.authorRousseau, Judith
dc.date.accessioned2011-04-29T13:09:34Z
dc.date.available2011-04-29T13:09:34Z
dc.date.issued2007
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6108
dc.language.isoenen
dc.subjectAsymptoticen
dc.subjectBayes factorsen
dc.subjectPoint nullen
dc.subjectP-valuesen
dc.subjectGoodness of fit testsen
dc.subject.ddc519en
dc.titleApproximating Interval hypothesis : p-values and Bayes factorsen
dc.typeCommunication / Conférence
dc.description.abstractenIn this paper we study Bayes factors and special p-values in their capacity of approximating interval null hypotheses (or more generally neighbourhoods of point null) hypotheses by point null or eventually parametric families in the case of the goodness of fit test of a parametric family. We prove that when the number of observations is large Bayes factors for point null hypotheses can approximate Bayes factors for interval null hypotheses for extremely small intervals. We also interpret the significance of calibration goodness of fit tests using a p-value in terms of width of neighbourhoods of the point null hypothesis. Finally we study the consistency of Bayes factors for goodness of fit tests of parametric families, which enables us to shed light on the behaviour of the Bayes factors.en
dc.identifier.citationpages417-452en
dc.relation.ispartoftitleBayesian Statistics 8 Proceedings of the Eighth Valencia International Meeting June 2–6, 2006en
dc.relation.ispartofeditorBernardo, J.M.
dc.relation.ispartofeditorBayarri, M.J.
dc.relation.ispartofeditorBerger, J.O.
dc.relation.ispartofeditorDawid, A.P.
dc.relation.ispartofeditorHeckerman, D.
dc.relation.ispartofeditorSmith, A.F.M.
dc.relation.ispartofeditorWest, M.
dc.relation.ispartofpublnameOxford University Pressen
dc.relation.ispartofpublcityOxforden
dc.relation.ispartofdate2007
dc.relation.ispartofpages688en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.ispartofisbn978-0-19-921465-5en
dc.relation.conftitleValencia International Meeting on Bayesian Statistics 2006en
dc.relation.confdate2006-06
dc.relation.confcityBenidormen
dc.relation.confcountryEspagneen


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