
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
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Type
Document de travail / Working paperDate
2005Publisher
Université Paris-Dauphine
Series title
Cahiers du CEREMADESeries number
2005-31Published in
Paris
Pages
45
Metadata
Show full item recordAbstract (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 / Keywords
Rate of convergence; Posterior dsitribution; Consistency; Bayesian nonparametric density estimationRelated items
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