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Some Faults of the Bayes Factor in Nonparametric Model Selection

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  • Cinzia Carota

    (University of Turin)

Abstract

We compare different Bayesian strategies for testing a parametric model versus a nonparametric alternative on the ground of their ability to solve the inconsistency problems arising when using the Bayes factor under certain conditions. A preliminary critical discussion of such an inconsistency is provided.

Suggested Citation

  • Cinzia Carota, 2006. "Some Faults of the Bayes Factor in Nonparametric Model Selection," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 15(1), pages 37-42, May.
    • Handle: RePEc:spr:stmapp:v:15:y:2006:i:1:d:10.1007_s10260-006-0009-5
    DOI: 10.1007/s10260-006-0009-5
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    References listed on IDEAS

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    1. Florens, J-P & Richard, J-F & Rolin, J-M, 1996. "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers 9608, Catholique de Louvain - Institut de statistique.
    2. Cinzia Carota & Giovanni Parmigiani, 1998. "A dirichlet process elaboration diagnostic for binomial goodness of fit," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(1), pages 133-145, June.
    3. Berger J. O & Guglielmi A., 2001. "Bayesian and Conditional Frequentist Testing of a Parametric Model Versus Nonparametric Alternatives," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 174-184, March.
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