Mengersen, Kerrie; Rousseau, Judith; Mcvinish, Ross - Université Paris-Dauphine (Paris IX) - 2009
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.