Bayesian-motivated tests of function fit and their asymptotic frequentist properties

DOI10.1214/009053604000000805zbMath1068.62053arXivmath/0508601OpenAlexW1976994468MaRDI QIDQ2388337

Jeffrey D. Hart, Gerda Claeskens, Marc Aerts

Publication date: 12 September 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508601

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items (6)

Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios ⋮ Tests of linear hypotheses using indirect information ⋮ Adaptive Bayes sum test for the equality of two nonparametric functions ⋮ Frequentist-Bayes lack-of-fit tests based on Laplace approximations ⋮ A note on the Bayes factor in a semiparametric regression model ⋮ General lack of fit tests based on families of groupings

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