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

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.

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Year of publication:	2009
Authors:	Mengersen, Kerrie ; Rousseau, Judith ; Mcvinish, Ross
Institutions:	Université Paris-Dauphine (Paris IX)
Subject:	Bayesian non-parametrics \| consistency \| goodness of fit

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Series:	Economics Papers from University Paris Dauphine.
Type of publication:	Book / Working Paper
Notes:	Published in Scandinavian Journal of Statistics, 2009, Vol. 36. pp. 337-354.Length: 17 pages
Classification:	C11 - Bayesian Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010905381