Bayesian Mixtures of Triangular distributions with application to Goodness-of-Fit Testing
Rousseau, Judith; Mengersen, Kerrie; McVinish, Ross (2005), Bayesian Mixtures of Triangular distributions with application to Goodness-of-Fit Testing. https://basepub.dauphine.fr/handle/123456789/6212
TypeDocument de travail / Working paper
Series titleCahiers du CEREMADE
MetadataShow full item record
Abstract (EN)Two forms of mixtures of triangular distributions are considered as an alternative to the Bernstein polynomials for Bayesian nonparametric density estimation on [0, 1]. Conditions for weak and strong consistency of the posterior distribution and a rate of convergence are established. This class of priors is applied to the problem of testing a parametric family against a nonparametric alternative.
Subjects / KeywordsRate of convergence; Posterior dsitribution; Consistency; Bayesian nonparametric density estimation
Showing items related by title and author.
Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions Hussein, Tareq; Rousseau, Judith; Alston, Clair; Mengersen, Kerrie; Wraith, Darren (2014) Article accepté pour publication ou publié