Bayesian goodness of fit testing with mixtures of triangular distributions

McVinish, Ross, Rousseau, Judith and Mengersen, Kerrie (2009) Bayesian goodness of fit testing with mixtures of triangular distributions. Scandinavian Journal of Statistics, 36 2: 337-354.


Author McVinish, Ross
Rousseau, Judith
Mengersen, Kerrie
Title Bayesian goodness of fit testing with mixtures of triangular distributions
Journal name Scandinavian Journal of Statistics  (ERA 2012 Listed)    (ERA 2010 Rank A)   Check publisher's open access policy
Publication date 2009-06
Sub-type Article
Year available 2008
DOI 10.1111/j.1467-9469.2008.00620.x
Volume number 36
Issue number 2
ISSN 1467-9469
Start page 337
End page 354
Total pages 18
Editor Bo Lindqvist
Ornulf Borgan
Place of publication Oxford, United Kingdom
Publisher Blackwell
Language eng
Subject C1
970101 Expanding Knowledge in the Mathematical Sciences
010405 Statistical Theory
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.
Keyword Bayesian non-parametrics
consistency
goodness of fit
Q-Index Code C1

Document type: Journal Article
Sub-type: Article
Collection: School of Mathematics and Physics
 
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Created: Tue, 02 Mar 2010, 15:08:15 EST by Kay Mackie on behalf of School of Mathematics & Physics