A nonparametric assessment of model adequacy based on Kullback-Leibler divergence

DOI10.1007/S11222-011-9298-0zbMATH Open1322.62144OpenAlexW1992827256MaRDI QIDQ746258FDOQ746258

Authors: Ping-Hung Hsieh 

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9298-0

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zbMATH Keywords

goodness of fitnonparametric alternativepacket trainPolya treeteletraffic data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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Cited In (5)

• The two-sample problem via relative belief ratio
• Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach
• Applications of a Kullback-Leibler divergence for comparing non-nested models
• Kullback-Leibler divergence for Bayesian nonparametric model checking
• A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior

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