Hypothesis testing, specification testing and model selection based on the MCMC output using R
This chapter overviews several MCMC-based test statistics for hypothesis testing andspecification testing and MCMC-based model selection criteria developed in recentyears. The statistics for hypothesis testing can be viewed as the MCMC version ofthe “trinity” of test statistics based in maximum like...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2321 https://ink.library.smu.edu.sg/context/soe_research/article/3320/viewcontent/liyuzeng.pdf |
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| Institution: | Singapore Management University |
| Language: | English |