Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions

被引：26

作者：

McVinish, Ross ^{[1
]}

Rousseau, Judith ^{[2
]}

Mengersen, Kerrie ^{[1
]}

机构：

[1] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia

[2] Univ Paris 09, CEREMADE, F-75775 Paris 16, France

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2009年 / 36卷 / 02期

关键词：

Bayesian non-parametrics; consistency; goodness of fit; POSTERIOR DISTRIBUTIONS; CONVERGENCE-RATES; NONPARAMETRIC ALTERNATIVES; CONSISTENCY; MODEL;

D O I：

10.1111/j.1467-9469.2008.00620.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：337 / 354

页数：18

共 21 条

[1]

[Anonymous], 2003, BAYESIAN NONPARAMETR

[2]

[Anonymous], BAYESIAN STAT

[3] Moderate deviations for M-estimators [J].