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Adaptive Bayes Test for Monotonicity

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The Contribution of Young Researchers to Bayesian Statistics

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 63))

Abstract

We study the asymptotic behavior of a Bayesian nonparametric test of qualitative hypotheses. More precisely, we focus on the problem of testing monotonicity of a regression function. Even if some results are known in the frequentist framework, no Bayesian testing procedure has been proposed; at least none has been studied theoretically. This paper proposes a procedure that is straightforward to implement, which is a great advantage compared to those proposed in the literature.

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Author information

Authors and Affiliations

  1. CREST and Université Paris Dauphine, 3 avenue Pierre Larousse, 92245, Malakoff, France

    Jean-Bernard Salomond

Authors
  1. Jean-Bernard Salomond
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Correspondence to Jean-Bernard Salomond .

Editor information

Editors and Affiliations

  1. CNR-IMATI, Milan, Italy

    Ettore Lanzarone

  2. Politecnico di Milano, Milan, Italy

    Francesca Ieva

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Salomond, JB. (2014). Adaptive Bayes Test for Monotonicity. In: Lanzarone, E., Ieva, F. (eds) The Contribution of Young Researchers to Bayesian Statistics. Springer Proceedings in Mathematics & Statistics, vol 63. Springer, Cham. https://doi.org/10.1007/978-3-319-02084-6_7

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