Showing 1 - 7 of 7
consistency in terms of values while addressing both male and female segments. These findings, specific to luxury brands, provide …
Persistent link: https://www.econbiz.de/10010905377
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 …
Persistent link: https://www.econbiz.de/10010905381
logarithmic bound for all consistent policies. We relax the notion of consistency, and exhibit a generalisation of the bound. We … also study the existence of logarithmic bounds in general and in the case of Hannan consistency. Moreover, we prove that it …
Persistent link: https://www.econbiz.de/10010735789
Although there have been a lot of developpements in the recent years on estimation in Bayesian nonparametric models, from a theoretical point view as well as from a methodological point of view, little has been done on Bayesian testing in nonparametric frameworks. In this talk I will be...
Persistent link: https://www.econbiz.de/10010781521
In this paper we discuss consistency of the posterior distribution in cases where the Kullback-Leibler condition is not … and the density f , is positive. This condi- tion is in almost cases required to lead to weak consistency of the posterior … distribution, and thus to lead also to strong consistency. However it is not a necessary condition. We therefore present a new …
Persistent link: https://www.econbiz.de/10010706650
Bayesian inference is attractive for its coherence and good frequentist properties. However, eliciting a honest prior may be difficult and a common practice is to take an empirical Bayes approach, using some empirical estimate of the prior hyperparameters. Despite not rigorous, the underlying...
Persistent link: https://www.econbiz.de/10011072833
Bayesian nonparametric approach for the estimation of the spectral density of such processes. We prove posterior consistency …
Persistent link: https://www.econbiz.de/10011073076