Goodness-of-fit inferences through posterior distribution explorations (Q1966011)
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scientific article; zbMATH DE number 1409718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit inferences through posterior distribution explorations |
scientific article; zbMATH DE number 1409718 |
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Goodness-of-fit inferences through posterior distribution explorations (English)
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2 March 2000
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Markov chain based Monte Carlo methods are considered. The use of Monte Carlo simulations from posterior distributions in conjunction with extreme value theory for testing the ''goodness of fit'' of a model is discussed. Some simulation results in the Box-Cox and chemometrics applications are given.
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goodness-of-fit
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posterior distributions
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extreme value theory
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