Bayesian Goodness of Fit Testing with Mixtures of Triangular Distributions

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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Year of publication:	2009
Authors:	McVINISH, ROSS ; ROUSSEAU, JUDITH ; MENGERSEN, KERRIE
Published in:	Scandinavian Journal of Statistics. - Danish Society for Theoretical Statistics, ISSN 0303-6898. - Vol. 36.2009, 2, p. 337-354
Publisher:	Danish Society for Theoretical Statistics Finnish Statistical Society Norwegian Statistical Association Swedish Statistical Association

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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