The following pages link to (Q3968299):
Displayed 50 items.
- Power-expected-posterior priors for variable selection in Gaussian linear models (Q273575) (← links)
- Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models (Q292943) (← links)
- The philosophy of Bayes factors and the quantification of statistical evidence (Q296918) (← links)
- Automatic Bayes factors for testing variances of two independent normal distributions (Q296944) (← links)
- Asymptotic equivalence between the default Bayes factors and the ordinary Bayes factors with intrinsic priors (Q334828) (← links)
- A Bayesian analysis of normalized VAR models (Q392083) (← links)
- Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
- \(\varepsilon\)-contaminated priors in contingency tables (Q946217) (← links)
- A weakly informative default prior distribution for logistic and other regression models (Q999667) (← links)
- Comparison of Bayesian objective procedures for variable selection in linear regression (Q1019478) (← links)
- Integral equation solutions as prior distributions for Bayesian model selection (Q1019480) (← links)
- On priors and Bayes factors (Q1126467) (← links)
- A Bayesian approach to retrospective identification of change-points (Q1168033) (← links)
- Bayes factors and hierarchical models (Q1298998) (← links)
- Bayesian criteria for discriminating among regression models with one possible change point (Q1361686) (← links)
- Noninformative Bayesian testing and neutral Bayes factors (Q1372575) (← links)
- Asymptotic relationships between posterior probabilities and \(p\)-values using the hazard rate. (Q1423047) (← links)
- Default Bayes factors for generalized linear models. (Q1577330) (← links)
- Nonsubjective Bayes testing -- an overview (Q1600723) (← links)
- Some connections between Bayesian and non-Bayesian methods for regression model selection (Q1613040) (← links)
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses (Q1621324) (← links)
- Marginal reversible jump Markov chain Monte Carlo with application to motor unit number estimation (Q1623396) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models (Q1689538) (← links)
- Bayesian measures of surprise for outlier detection (Q1869076) (← links)
- On the calibration of Bayesian model choice criteria (Q1869093) (← links)
- Bayes factors for zero partial covariances (Q1901727) (← links)
- The relation between theory and application in statistics. (With discussion) (Q1914738) (← links)
- Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data (Q1927186) (← links)
- Variations of power-expected-posterior priors in normal regression models (Q2008131) (← links)
- An objective Bayes factor with improper priors (Q2076163) (← links)
- Objective Bayesian group variable selection for linear model (Q2155018) (← links)
- Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing (Q2175373) (← links)
- Model comparison of nonlinear structural equation models with fixed covariates (Q2259548) (← links)
- \(r\times s\) tables from a Bayesian viewpoint (Q2269958) (← links)
- Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances (Q2318818) (← links)
- On intrinsic priors for nonnested models (Q2387486) (← links)
- Bayesian inference for the common location parameter of several shifted-exponential populations (Q2423491) (← links)
- Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\) (Q2483841) (← links)
- Sequential Ordinal Modeling with Applications to Survival Data (Q3078826) (← links)
- A bayesian test for a two-way contingency table using independence priors (Q3361741) (← links)
- Objective Bayesian variable selection in linear regression model (Q3390614) (← links)
- Bayesian Model Selection using Test Statistics (Q3551035) (← links)
- Alternative Bayes factors for model selection (Q4381857) (← links)
- Bayesian analysis of autoregressive time series with change points (Q5123761) (← links)
- A solution to separation for clustered binary data (Q5193326) (← links)
- Bayesian selection of log‐linear models (Q5691191) (← links)
- Propriety of intrinsic priors in invariant testing situations (Q5929949) (← links)
- A Bayesian predictive approach to model selection. (Q5931400) (← links)
- Consistent fractional Bayes factor for nested normal linear models (Q5945261) (← links)