Bayesian-motivated tests of function fit and their asymptotic frequentist properties

Annals of Statistics

Volumn 32, Issue 6, 2004, Pages 2580-2615

  Aerts, Marc ^a   Claeskens, Gerda ^b   Hart, Jeffrey D ^c  

^a HASSELT UNIVERSITY   (Belgium)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Asymptotic distribution; BIC; Local alternatives; Nonparametric lack of fit test; Orthogonal series; Stable distribution

Indexed keywords

EID: 21644490061     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000000805     Document Type: Article

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