Some Faults of the Bayes Factor in Nonparametric Model Selection

Cinzia Carota ()
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Cinzia Carota: University of Turin

Statistical Methods & Applications, 2006, vol. 15, issue 1, No 4, 37-42

Abstract: Abstract We compare different Bayesian strategies for testing a parametric model versus a nonparametric alternative on the ground of their ability to solve the inconsistency problems arising when using the Bayes factor under certain conditions. A preliminary critical discussion of such an inconsistency is provided.

Keywords: Bayes factor; Fractional Bayes factor; Inconsistency of the Bayes factor; Pearson goodness of fit statistic (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10260-006-0009-5

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