Canadian Journal of Statistics

Prior‐based model checking

Early View

Abstract

Model checking procedures are considered based on the use of the Dirichlet process and relative belief. This combination is seen to lead to some unique advantages for this problem. Of considerable importance is the selection of the hyperparameters for the Dirichlet process. A particular choice is advocated here for the base distribution that avoids prior‐data conflict and double use of the data, while the choice of the concentration parameter is based on elicitation. Several examples are presented in which the proposed approach exhibits excellent performance. The Canadian Journal of Statistical 2018 © 2018 Statistical Society of Canada

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.