Goodness-of-fit tests based on residual sum of squares are a standard procedure in fitiing regression models. Often we have a smooth alternative in mind, a qualitative feature that the X2-test does not take into account. We show that the power of detecting a smooth alternative increases when we...

A theory is developed for incorporating prior probabilities into multiple hypotheses testing. Its potential aaplications are illustrated. It is shown that the theory is particularly useful when one wishes to incorporate partial prior information in testing a parameter of interest in the presence...

In this paper, we develop a Bayesian analysis of semi-parametric binary choice model. The prior specification of the functional parameter, namely the distribution function of a latent variable, is of the Dirichlet process type and the prior specification of the Euclidean parameter, namely the...