Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions

McVINISH Ross, Judith Rousseau and Kerrie Mengersen

Scandinavian Journal of Statistics, 2009, vol. 36, issue 2, 337-354

Abstract: 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.

Date: 2009
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https://doi.org/10.1111/j.1467-9469.2008.00620.x

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:36:y:2009:i:2:p:337-354

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