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 un inconsistency is provided.
Some faults of the Bayes factor in nonparametric model selection.
CAROTA, Cinzia
2006-01-01
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 un inconsistency is provided.
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