Some Faults of the Bayes Factor in Nonparametric Model Selection |
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| Authors: | Cinzia Carota |
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| Affiliation: | (1) Dipartimento di Statistica e Matematica Applicata “Diego De Castro”, University of Turin, Piazza Arbarello 8, 10122 Torino, Italy |
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| 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. |
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| Keywords: | Bayes factor Fractional Bayes factor Inconsistency of the Bayes factor Pearson goodness of fit statistic |
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