An encompassing prior generalization of the Savage-Dickey density ratio

DOI10.1016/j.csda.2010.03.016zbMath1284.62135OpenAlexW2072837245MaRDI QIDQ2445664

Eric‐Jan Wagenmakers, Raoul P. P. P. Grasman, Ruud Wetzels

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.03.016

zbMATH Keywords

hypothesis testingequality constraintsinequality constraintsBayesian model selectionBorel-Kolmogorov paradox

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15)

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Cites Work

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• Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
• Probability Theory
• Compatible Prior Distributions for Directed Acyclic Graph Models
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
• Network Reliability and Borel's Paradox
• Bayesian model selection using encompassing priors
• The Weighted Likelihood Ratio, Sharp Hypotheses about Chances, the Order of a Markov Chain

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