Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process
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Publication:618022
DOI10.1016/j.spl.2010.10.006zbMath1209.62099OpenAlexW2053710714MaRDI QIDQ618022
Karthik Bharath, Dey, Dipak K.
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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Related Items (4)
Bayesian nonparametric \(k\)-sample tests for censored and uncensored data ⋮ Bayesian nonparametric test for independence between random vectors ⋮ Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges ⋮ A Bayesian Goodness of Fit Test and Semiparametric Generalization of Logistic Regression with Measurement Data
Cites Work
- An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
- Polya trees and random distributions
- Some aspects of Pólya tree distributions for statistical modelling
- More aspects of Pólya tree distributions for statistical modelling
- Prior distributions on spaces of probability measures
- Accurate Approximations for Posterior Moments and Marginal Densities
- A Bayesian Non‐parametric Approach to Survival Analysis Using Polya Trees
- Power of Tests for Equality of Covariance Matrices
- Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- Asymptotic Behavior of Bayes' Estimates
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