Bayesian testing for nested hypotheses under partial observability
(2014) Sankhya : the Indian journal of statistics — n° 76A, p. 305-327 (2014)
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- Abstract
- Florens, Richard and Rolin (2003) proposed a specification test of a parametric hypothesis against a nonparametric one, in the framework of a Bayesian encompassing test. Building on that work, this paper elaborates the procedure under a condition of partial observability. The general procedure is illustrated with the case where only the sign is observable, and more generally when the available data come from a binary reduction of a vector of latent variables. This example is also used to point out some difficulties when implementing the proposed procedure.
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Almeida, C., & Mouchart, M. (2014). Bayesian testing for nested hypotheses under partial observability. Sankhya : the Indian journal of statistics, 76A, 305-327. https://hdl.handle.net/2078.5/192084 (Original work published 2014)