Bayesian encompassing specification test under not completely known partial observability

DOI10.1214/07-BA212MaRDI QIDQ5965219zbMATH OpenFDO

Authors Michel Mouchart, Carlos A. S. Almeida

Publication date 2 March 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1340370802

zbMATH Keywords

Dirichlet priorpartial observabilityBayesian encompassingBayesian specification test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited in

(1)

• Bayesian testing for nested hypotheses under partial observability

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