Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process

DOI10.1016/j.spl.2010.10.006zbMath1209.62099OpenAlexW2053710714MaRDI QIDQ618022

Karthik Bharath, Dey, Dipak K.

Publication date: 14 January 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.006

zbMATH Keywords

Bayes factornon-parametric Bayesnon-subjective priorTierney-Kadane approximation

Mathematics Subject Classification ID

Related Items (4)

Bayesian nonparametric \(k\)-sample tests for censored and uncensored data ⋮ Bayesian nonparametric test for independence between random vectors ⋮ Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges ⋮ A Bayesian Goodness of Fit Test and Semiparametric Generalization of Logistic Regression with Measurement Data

Cites Work

• An explicit formula for the c.d.f. of the \(L_ 1 \)norm of the Brownian bridge
• Polya trees and random distributions
• Some aspects of Pólya tree distributions for statistical modelling
• More aspects of Pólya tree distributions for statistical modelling
• Prior distributions on spaces of probability measures
• Accurate Approximations for Posterior Moments and Marginal Densities
• A Bayesian Non‐parametric Approach to Survival Analysis Using Polya Trees
• Power of Tests for Equality of Covariance Matrices
• Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• Asymptotic Behavior of Bayes' Estimates

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