Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure

DOI10.1080/10485252.2013.856431zbMath1359.62135OpenAlexW1968593589MaRDI QIDQ5419469

Mahmoud Zarepour, Luai Al-Labadi

Publication date: 6 June 2014

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2013.856431

zbMATH Keywords

Kolmogorov distanceDirichlet processgoodness-of-fit testLévy distanceCramér-von Mises distance

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Bayesian inference (62F15) Random measures (60G57)

Related Items (11)

Kullback-Leibler divergence for Bayesian nonparametric model checking ⋮ A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior ⋮ On functional central limit theorems of Bayesian nonparametric priors ⋮ WIKS: a general Bayesian nonparametric index for quantifying differences between two populations ⋮ The two-sample problem via relative belief ratio ⋮ A necessary Bayesian nonparametric test for assessing multivariate normality ⋮ A test for independence via Bayesian nonparametric estimation of mutual information ⋮ Two-sample Kolmogorov-Smirnov test using a Bayesian nonparametric approach ⋮ On metrizing vague convergence of random measures with applications on Bayesian nonparametric models ⋮ On approximations of the beta process in latent feature models: point processes approach ⋮ Bayesian estimation of extropy and goodness of fit tests

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