Some faults of the Bayes factor in nonparametric model selection

DOI10.1007/S10260-006-0009-5zbMATH Open1187.62051OpenAlexW2073468213MaRDI QIDQ1039955FDOQ1039955

Authors: Cinzia Carota 

Publication date: 23 November 2009

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-006-0009-5

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zbMATH Keywords

Bayes factorfractional Bayes factorinconsistency of Bayes factorsPearson goodness of fit statistic

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Nonparametric hypothesis testing (62G10)

Cites Work

• A Bayesian analysis of some nonparametric problems
• Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives
• Diagnostic Measures for Model Criticism
• Bayesian goodness-of-fit testing using infinite-dimensional exponential families
• A Dirichlet process elaboration diagnostic for binomial goodness of fit
• Bayesian assessment of goodness of fit against nonparametric alternatives

Cited In (7)

• Bayes factor biases for non‐nested models and corrections
• Objective parametric model selection procedures from a Bayesian nonparametric perspective
• Bayes factor for non-dominated statistical models
• Nonsubjective Bayes testing -- an overview
• A note on the consistency of Bayes factors for testing point null versus nonparametric alternatives.
• Hyperparameter and model selection for nonparametric Bayes problems via Radon-Nikodym derivatives
• Statistical Decision Problems and Bayesian Nonparametric Methods

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