A Bayesian approach to nonparametric test problems

DOI10.1007/BF00053067MaRDI QIDQ1120931zbMATH OpenOpenAlexFDO

Authors Yosiyuki Sakamoto, Makio Ishiguro

Publication date 1988

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00053067

zbMATH Keywords

ABICAICAkaike Bayesian information criterionB-splineBayesian modelscheck of homogeneity of distributionsdensity estimatorgoodness of fit testmodel selectionmultinomial logisticsmoothing priortransformationtwo-sample nonparametric test

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric hypothesis testing (62G10)

Review text

We propose an alternative approach to the classical ``nonparametric test problems, such as the goodness of fit test and the two-sample nonparametric test. In this approach, those problems are reviewed from the viewpoint of the estimation of the underlying population distributions and are formulated as the problem of model selection between Bayesian models. The model selection can be easily realized by choosing a model with the smallest ABIC, Akaike Bayesian information criterion. The approach provides the estimates of the density of the underlying population distribution(s) of any shape as well as the evaluation of the goodness of fit or the check of homogeneity of distributions.

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Cites work

• scientific article; zbMATH DE number 3984294 (Why is no real title available?)
• scientific article; zbMATH DE number 3604162 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• SEASONAL ADJUSTMENT BY A BAYESIAN MODELING

Cited in

(24)

• Some faults of the Bayes factor in nonparametric model selection
• Frequency domain characteristics of linear operator to decompose a time series into the multi-components
• Statistical decisions under nonparametric a priori information
• Noninformative Bayesian testing and neutral Bayes factors
• Bayesian nonparametric estimation of test equating functions with covariates
• Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach
• Nonparametric goodness of fit via cross-validation Bayes factors
• Non-marginal decisions: a novel Bayesian multiple testing procedure
• On the Bayesianity of Pereira-Stern tests
• Bayesian test of normality versus a Dirichlet process mixture alternative
• A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations
• Bayesian-motivated tests of function fit and their asymptotic frequentist properties
• WIKS: a general Bayesian nonparametric index for quantifying differences between two populations
• Una alternativa Bayesiana a los contrastes de la bondad del ajuste
• Bayesian hypothesis tests using nonparametric statistics
• Bayesian goodness of fit testing with mixtures of triangular distributions
• Bayesian analysis of hypothesis testing problems for general population: A Kullback-Leibler alternative
• Bayesian assessment of goodness of fit against nonparametric alternatives
• Non parametric Bayesian analysis of the two-sample problem with censoring
• A nonparametric Bayesian approach for the two-sample problem
• Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives
• Nonparametric goodness-of-fit
• Informed Bayesian t-Tests
• A Bayesian nonparametric testing procedure for paired samples

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