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  • 标题:Bayesian Testing for Nested Hypotheses under Partial Observability
  • 作者:Carlos Almeida ; Michel Mouchart
  • 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.
  • 关键词:Nested hypotheses ; Bayesian encompassing ; partial observability ; nonparametric specification test ; Dirichlet priors
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