Scandinavian Journal of Statistics · 2008 · 42 citations · 16 references
Natural SciencesBiostatisticsMathematicsBayesian Data AnalysisProbability TheoryStatisticsBayesian InferenceBayesian ModelingBayesian StatisticsBayes Factor EstimationBayesian Density EstimationBayesian Finite Mixture ModelsGoodness-of-fit AssessmentGoodness-of-fit TestingGoodness-of-fit TestsNonparametric InferenceTest Statistics
Abstract. We consider the consistency of the Bayes factor in goodness of fit testing for a parametric family of densities against a non‐parametric alternative. Sufficient conditions for consistency of the Bayes factor are determined and demonstrated with priors using certain mixtures of triangular densities.
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On the Consistency of Bayes Estimates
Persi Diaconis, David A. Freedman · The Annals of Statistics · 1986 · 624 citations
Rates of convergence of posterior distributions
Xiaotong Shen, Larry Wasserman · The Annals of Statistics · 2001 · 290 citations · Full text