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

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

Marc Aerts, Gerda Claeskens, Jeffrey D. Hart

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

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62F15: Bayesian inference

Related Items

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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