Sankhya A

, Volume 76, Issue 2, pp 305–327

Bayesian Testing for Nested Hypotheses under Partial Observability

Article

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.

Keywords and phrases

Nested hypotheses Bayesian encompassing partial observability nonparametric specification test Dirichlet priors 

AMS (2000) subject classification

Primary 62G09, 62B05, 62F03 Secondary 62F15 

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Copyright information

© Indian Statistical Institute 2014

Authors and Affiliations

  1. 1.Departamento de Ciencias ExactasUniversidad de las Fuerzas Armadas - ESPESangolquiEcuador
  2. 2.Institut de statistique biostatistique et sciences actuarielles (ISBA), Center for Operations Research and Econometrics (CORE)Université catholique de LouvainLouvain-la-NeuveBelgium

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