Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process

DOI10.1016/J.SPL.2010.10.006zbMATH Open1209.62099OpenAlexW2053710714MaRDI QIDQ618022FDOQ618022

Authors: Karthik Bharath, Dipak K. Dey 

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.006

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zbMATH Keywords

Bayes factornon-parametric Bayesnon-subjective priorTierney-Kadane approximation

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric hypothesis testing (62G10) Markov processes: hypothesis testing (62M02)

Cites Work

• Prior distributions on spaces of probability measures
• Accurate Approximations for Posterior Moments and Marginal Densities
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• Polya trees and random distributions
• Some aspects of Pólya tree distributions for statistical modelling
• More aspects of Pólya tree distributions for statistical modelling
• Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives
• A Bayesian Non‐parametric Approach to Survival Analysis Using Polya Trees
• Asymptotic Behavior of Bayes' Estimates
• An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
• Power of Tests for Equality of Covariance Matrices

Cited In (6)

• Bayesian nonparametric \(k\)-sample tests for censored and uncensored data
• A characterisation of, and hypothesis test for, continuous local martingales
• Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
• Title not available (Why is that?)
• Bayesian nonparametric test for independence between random vectors
• Bayesian goodness of fit test and semiparametric generalization of logistic regression with measurement data

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