Goodness-of-fit inferences through posterior distribution explorations

C Vynckier; J Beirlant; L Tierney

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Goodness-of-fit inferences through posterior distribution explorations

Journal article

Peer reviewed

Goodness-of-fit inferences through posterior distribution explorations

C Vynckier, J Beirlant and L Tierney

Computational statistics, Vol.11(2), pp.147-163

01/01/1996

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Abstract

Markov chain-based explorations of a higher-dimensional posterior distribution can be used for goodness-of-fit purposes. Searching for parameter configurations optimizing an objective function through dynamic graphical methods can yield important insights about the distance between the model and reality. Extreme value techniques can be used to estimate the extrema of the objective function.

Mathematics

Physical Sciences

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Statistics & Probability

Details

Title: Subtitle: Goodness-of-fit inferences through posterior distribution explorations
Creators: C Vynckier
J Beirlant
L Tierney
Resource Type: Journal article
Publication Details: Computational statistics, Vol.11(2), pp.147-163
Publisher: PHYSICA VERLAG GMBH
ISSN: 0943-4062
eISSN: 1613-9658
Number of pages: 17
Language: English
Date published: 01/01/1996
Academic Unit: Statistics and Actuarial Science
Record Identifier: 9984257731902771

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