메뉴 건너뛰기




Volumn 96, Issue 453, 2001, Pages 174-184

Bayesian and conditional frequentist testing of a parametric model versus nonparametric alternatives

Author keywords

Bayes factor; Bayesian robustness; Conditional frequentist type I and type II error probabilities; Noninformative priors; Nonparametric bayes; Polya tree process; Testing fit

Indexed keywords


EID: 1842715165     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1198/016214501750333045     Document Type: Article
Times cited : (100)

References (24)
  • 2
    • 0033438067 scopus 로고    scopus 로고
    • The Consistency of Posterior Distributions in Nonparametric Problems
    • Barron, A., Schervish, M. J., and Wasserman, L. (1999), “The Consistency of Posterior Distributions in Nonparametric Problems,” The Annals of Statistics, 27, 536–561.
    • (1999) The Annals of Statistics , vol.27 , pp. 536-561
    • Barron, A.1    Schervish, M.J.2    Wasserman, L.3
  • 3
    • 0003011165 scopus 로고    scopus 로고
    • Quantifying Surprise in the Data and Model Verification
    • J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, London: Oxford University Press
    • Bayarri, M. J., and Berger, J. O. (1999), “Quantifying Surprise in the Data and Model Verification,” in Bayesian Statistics (Vol. 6), eds. J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, London: Oxford University Press, pp. 53–82.
    • (1999) Bayesian Statistics , vol.6 , pp. 53-82
    • Bayarri, M.J.1    Berger, J.O.2
  • 4
    • 0005256006 scopus 로고    scopus 로고
    • Unified Frequentist and Bayesian Testing of Precise Hypotheses
    • Berger, J. O., Boukai, B., and Wang, W. (1997), “Unified Frequentist and Bayesian Testing of Precise Hypotheses,” Statistical Science, 12, 133–160.
    • (1997) Statistical Science , vol.12 , pp. 133-160
    • Berger, J.O.1    Boukai, B.2    Wang, W.3
  • 5
    • 21844487870 scopus 로고
    • A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing
    • Berger, J. O., Brown, L. D., and Wolpert, R. L. (1994), “A Unified Conditional Frequentist and Bayesian Test for Fixed and Sequential Simple Hypothesis Testing,” The Annals of Statistics, 22, 1787–1807.
    • (1994) The Annals of Statistics , vol.22 , pp. 1787-1807
    • Berger, J.O.1    Brown, L.D.2    Wolpert, R.L.3
  • 6
    • 0000602516 scopus 로고    scopus 로고
    • On the Justification of Default and Intrinsic Bayes Factors
    • J. C. Lee, W. Johnson, and A. Zellner, New York: Springer-Verlag
    • Berger, J. O., and Pericchi, L. R. (1996), “On the Justification of Default and Intrinsic Bayes Factors,” in Modelling and Prediction, eds. J. C. Lee, W. Johnson, and A. Zellner, New York: Springer-Verlag, pp. 276–293.
    • (1996) Modelling and Prediction , pp. 276-293
    • Berger, J.O.1    Pericchi, L.R.2
  • 7
    • 0009297427 scopus 로고    scopus 로고
    • Accurate and Stable Bayesian Model Selection: The Median Intrinsic Bayes Factor
    • Berger, J. O., and Pericchi, L. R. (1998), “Accurate and Stable Bayesian Model Selection: The Median Intrinsic Bayes Factor,” Sankhyā Ser. B, 60, 1–16.
    • (1998) Sankhyā Ser. B , vol.60 , pp. 1-16
    • Berger, J.O.1    Pericchi, L.R.2
  • 8
    • 0001505281 scopus 로고    scopus 로고
    • Bayes Factors and Marginal Distributions in Invariant Situations
    • Berger, J. O., Pericchi, L. R., and Varshavsky, J. A. (1998), “Bayes Factors and Marginal Distributions in Invariant Situations,” Sankhyā Ser. A, 60, 307–321.
    • (1998) Sankhyā Ser. A , vol.60 , pp. 307-321
    • Berger, J.O.1    Pericchi, L.R.2    Varshavsky, J.A.3
  • 9
    • 0000199491 scopus 로고    scopus 로고
    • On Bayes Factors for Nonparametric Alternatives
    • J. M. Bernardo J. O. Berger, A. P. Dawid, and A. F. M. Smith, London: Oxford University Press
    • Carota, C., and Parmigiani, G. (1996), “On Bayes Factors for Nonparametric Alternatives,” in Bayesian Statistics (Vol. 5), eds. J. M. Bernardo J. O. Berger, A. P. Dawid, and A. F. M. Smith, London: Oxford University Press, pp. 507–511.
    • (1996) Bayesian Statistics , vol.5 , pp. 507-511
    • Carota, C.1    Parmigiani, G.2
  • 11
    • 0005371653 scopus 로고
    • Lower Bounds on Bayes Factors for Multinomial Distributions, with Application to Chi-Squared Tests of Fit
    • Delampady, M., and Berger, J. O. (1990), “Lower Bounds on Bayes Factors for Multinomial Distributions, with Application to Chi-Squared Tests of Fit,” The Annals of Statistics, 18, 1295–1316.
    • (1990) The Annals of Statistics , vol.18 , pp. 1295-1316
    • Delampady, M.1    Berger, J.O.2
  • 12
    • 85011176311 scopus 로고    scopus 로고
    • A Note on the Absolute Continuity and Singularity of Polya Tree Priors and Posteriors
    • press
    • Draghici, L., and Ramamoorthi, R. V. (in press), “A Note on the Absolute Continuity and Singularity of Polya Tree Priors and Posteriors,” in The Scandanavian Journal of Statistics.
    • The Scandanavian Journal of Statistics.
    • Draghici, L.1    Ramamoorthi, R.V.2
  • 13
    • 0000169957 scopus 로고
    • Asymptotic Behaviour of Bayes’ Estimate
    • Fabius, J. (1964), “Asymptotic Behaviour of Bayes’ Estimate,” Annals of Mathematical Statistics, 35, 846–856.
    • (1964) Annals of Mathematical Statistics , vol.35 , pp. 846-856
    • Fabius, J.1
  • 14
    • 0000780135 scopus 로고
    • Prior Distributions on Spaces of Probability Measures
    • Ferguson, T. S. (1974), “Prior Distributions on Spaces of Probability Measures,” The Annals of Statistics, 2, 615–629.
    • (1974) The Annals of Statistics , vol.2 , pp. 615-629
    • Ferguson, T.S.1
  • 16
    • 0000202124 scopus 로고
    • On the Asymptotic Behaviour of Bayes Estimate in the Discrete Case,”
    • Freedman, D. (1963), “On the Asymptotic Behaviour of Bayes’ Estimate in the Discrete Case,” Annals of Mathematical Statistics, 34, 1194–1216.
    • (1963) Annals of Mathematical Statistics , vol.34 , pp. 1194-1216
    • Freedman, D.1
  • 17
    • 0001667705 scopus 로고
    • Bayesian Inference in Econometric Models Using Monte Carlo Integration
    • Geweke, J. (1989), “Bayesian Inference in Econometric Models Using Monte Carlo Integration,” Econometrica, 57, 1317–1339.
    • (1989) Econometrica , vol.57 , pp. 1317-1339
    • Geweke, J.1
  • 18
    • 21144477858 scopus 로고
    • Some Aspects of Polya Tree Distributions for Statistical Modelling
    • Lavine, M. (1992), “Some Aspects of Polya Tree Distributions for Statistical Modelling,” The Annals of Statistics, 20, 1222–1235.
    • (1992) The Annals of Statistics , vol.20 , pp. 1222-1235
    • Lavine, M.1
  • 19
    • 21844505499 scopus 로고
    • More Aspects of Polya Tree Distributions for Statistical Modelling
    • Lavine, M. (1994), “More Aspects of Polya Tree Distributions for Statistical Modelling,” The Annals of Statistics, 22, 1161–1176.
    • (1994) The Annals of Statistics , vol.22 , pp. 1161-1176
    • Lavine, M.1
  • 23
    • 33744668310 scopus 로고    scopus 로고
    • Bayesian Goodness of Fit Testing Using Infinite Dimensional Exponential Families
    • Verdinelli, I., and Wasserman, L. (1998), “Bayesian Goodness of Fit Testing Using Infinite Dimensional Exponential Families,” The Annals of Statistics, 20, 1203–1221.
    • (1998) The Annals of Statistics , vol.20 , pp. 1203-1221
    • Verdinelli, I.1    Wasserman, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.