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Bayesian Hypothesis Testing: a Reference Approach

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  • José M. Bernardo
  • Raúl Rueda

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  • José M. Bernardo & Raúl Rueda, 2002. "Bayesian Hypothesis Testing: a Reference Approach," International Statistical Review, International Statistical Institute, vol. 70(3), pages 351-372, December.
    • Handle: RePEc:bla:istatr:v:70:y:2002:i:3:p:351-372
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    File URL: http://hdl.handle.net/10.1111/j.1751-5823.2002.tb00175.x
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    References listed on IDEAS

    as
    1. Raul Rueda, 1992. "A Bayesian alternative to parametric hypothesis testing," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 1(1), pages 61-67, December.
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    Cited by:

    1. Guido Consonni & Eduardo Gutiérrez-Peña & Piero Veronese, 2008. "Compatible priors for Bayesian model comparison with an application to the Hardy–Weinberg equilibrium model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 585-605, November.
    2. Li, Yong & Liu, Xiao-Bin & Yu, Jun, 2015. "A Bayesian chi-squared test for hypothesis testing," Journal of Econometrics, Elsevier, vol. 189(1), pages 54-69.
    3. Ebrahimi, Nader & Jalali, Nima Y. & Soofi, Ehsan S., 2014. "Comparison, utility, and partition of dependence under absolutely continuous and singular distributions," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 32-50.
    4. Woo Dong Lee & Sang Gil Kang & Yongku Kim, 2019. "Objective Bayesian testing for the linear combinations of normal means," Statistical Papers, Springer, vol. 60(1), pages 147-172, February.
    5. Yong Li & Xiaobin Liu & Jun Yu & Tao Zeng, 2018. "A New Wald Test for Hypothesis Testing Based on MCMC outputs," Papers 1801.00973, arXiv.org.
    6. Wang, Min & Sun, Xiaoqian, 2012. "Bayesian inference for the correlation coefficient in two seemingly unrelated regressions," Computational Statistics & Data Analysis, Elsevier, vol. 56(8), pages 2442-2453.
    7. José M. Bernardo, 2003. "Discussion," International Statistical Review, International Statistical Institute, vol. 71(2), pages 307-314, August.
    8. Nott, David J. & Leng, Chenlei, 2010. "Bayesian projection approaches to variable selection in generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3227-3241, December.
    9. Vidal, Ignacio & Iglesias, Pilar, 2008. "Comparison between a measurement error model and a linear model without measurement error," Computational Statistics & Data Analysis, Elsevier, vol. 53(1), pages 92-102, September.
    10. M. J. Bayarri & G. García‐Donato, 2008. "Generalization of Jeffreys divergence‐based priors for Bayesian hypothesis testing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 981-1003, November.
    11. Li, Yong & Yu, Jun, 2012. "Bayesian hypothesis testing in latent variable models," Journal of Econometrics, Elsevier, vol. 166(2), pages 237-246.
    12. D. Fouskakis, 2019. "Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing," METRON, Springer;Sapienza Università di Roma, vol. 77(3), pages 179-199, December.
    13. Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
    14. Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2017. "Relevant states and memory in Markov chain bootstrapping and simulation," European Journal of Operational Research, Elsevier, vol. 256(1), pages 163-177.
    15. Majid Asadi & Karthik Devarajan & Nader Ebrahimi & Ehsan Soofi & Lauren Spirko‐Burns, 2022. "Elaboration Models with Symmetric Information Divergence," International Statistical Review, International Statistical Institute, vol. 90(3), pages 499-524, December.
    16. Dal Ho Kim & Woo Dong Lee & Sang Gil Kang & Yongku Kim, 2019. "Objective Bayesian tests for Fieller–Creasy problem," Computational Statistics, Springer, vol. 34(3), pages 1159-1182, September.
    17. Stephen Walker & Eduardo Gutiérrez-Peña, 2011. "A decision-theoretical view of default priors," Theory and Decision, Springer, vol. 70(1), pages 1-11, January.
    18. Li, Yong & Zeng, Tao & Yu, Jun, 2014. "A new approach to Bayesian hypothesis testing," Journal of Econometrics, Elsevier, vol. 178(P3), pages 602-612.
    19. Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022. "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, vol. 230(1), pages 83-113.
    20. Chen, Su & Walker, Stephen G., 2023. "A New Statistic for Bayesian Hypothesis Testing," Econometrics and Statistics, Elsevier, vol. 26(C), pages 139-152.
    21. Yong Li & Jun Yu, 2019. "An Improved Bayesian Unit Root Test in Stochastic Volatility Models," Annals of Economics and Finance, Society for AEF, vol. 20(1), pages 103-122, May.

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