Bayesian encompassing specification test under not completely known partial observability

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DOI10.1214/07-BA212zbMath1331.62119MaRDI QIDQ5965219

Michel Mouchart, Carlos A. S. Almeida

Publication date: 2 March 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340370802

zbMATH Keywords

Dirichlet prior partial observability Bayesian encompassing Bayesian specification test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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Bayesian testing for nested hypotheses under partial observability

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