Bayesian Testing for Nested hypostheses under partial observability
- Format
- Article
- Status
- publishedVersion
- Description
Florens, Richard and Rolin (2003) proposed a specification test of a parametric hypothesis against a nonparametric one, in the framework of a Bayesian encompassing test. Building on that work, this paper elaborates the procedure under a condition of partial observability. The general procedure is illustrated with the case where only the sign is observable, and more generally when the available data come from a binary reduction of a vector of latent variables. This example is also used to point out some difficulties when implementing the proposed procedure.
http://link.springer.com/article/10.1007%2Fs13171-013-0048-6
- Publication Year
- 2014
- Language
- eng
- Topic
- NESTED
HYPOTHESES
BAYESIAN
ENCOMPASSING
- Repository
- Repositorio SENESCYT
- Rights
- openAccess
- License
- restrictedAccess