期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2014
卷号:76
期号:2
页码:305-327
DOI:10.1007/s13171-013-0048-6
语种:English
出版社:Indian Statistical Institute
摘要: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.