Calibration of posterior predictive p-values for model checking
From MaRDI portal
Publication:5065240
Cites work
- A goodness-of-fit testing approach for normality based on the posterior predictive distribution
- A Test of Goodness of Fit
- An analysis of variance test for normality (complete samples)
- Asymptotic behaviour of the posterior predictive p-value
- Asymptotic Distribution of P Values in Composite Null Models
- Asymptotic Statistics
- Bayesian checking of the second levels of hierarchical models
- Bayesianly justifiable and relevant frequency calculations for the applied statistician
- Distribution of likelihood-based p-values under a local alternative hypothesis
- scientific article; zbMATH DE number 3635287 (Why is no real title available?)
- scientific article; zbMATH DE number 1220667 (Why is no real title available?)
- scientific article; zbMATH DE number 3002132 (Why is no real title available?)
- scientific article; zbMATH DE number 947414 (Why is no real title available?)
- scientific article; zbMATH DE number 3255310 (Why is no real title available?)
- Implicit Alternatives and the Local Power of Test Statistics
- New tables of coefficients and percentage points for thewtest for normality
- On noncentral generalized Laplacianness of quadratic forms in normal variables
- Optimality of the posterior predictivep-value based on the posterior. Odds
- P Values for Composite Null Models
- P Values Maximized Over a Confidence Set for the Nuisance Parameter
- Parametric bootstrapping with nuisance parameters
- Permutation p-value approximation via generalized Stolarsky invariance
- Permutation \(p\)-values should never be zero: calculating exact \(p\)-values when permutations are randomly drawn
- Post-Processing Posterior PredictivepValues
- Posterior predictive \(p\)-values
- Posterior predictive model checking in hierarchical models
- Postreior predictive p-values in Bayesian hierarchical models
- Sampling and Bayes' Inference in Scientific Modelling and Robustness
- Stability and uniqueness of \(p\)-values for likelihood-based inference
- Testing Statistical Hypotheses
- The adaptive calibration of testingp-values
- The local power of the efficient scores test statistic
- The local power of the gradient test
- Two simple examples for understanding posterior \(p\)-values whose distributions are far from unform
This page was built for publication: Calibration of posterior predictive p-values for model checking
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5065240)