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Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions

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Author Info
ROSS McVINISH
JUDITH ROUSSEAU
KERRIE MENGERSEN
Abstract

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. Copyright (c) 2008 Board of the Foundation of the Scandinavian Journal of Statistics.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9469.2008.00620.x
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Article provided by Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association in its journal Scandinavian Journal of Statistics.

Volume (Year): 36 (2009)
Issue (Month): 2 ()
Pages: 337-354
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Handle: RePEc:bla:scjsta:v:36:y:2009:i:2:p:337-354

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898

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