Approximate Posterior Distributions
From MaRDI portal
Cited in
(17)- Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution
- Convergence of posterior odds
- Posterior robustness with more than one sampling model. (With discussion)
- Applying non-parametric robust Bayesian analysis to non-opinionated judicial neutrality
- Bayesian test on equality of score parameters in the order restricted RC association model
- Robust Bayesian analysis: sensitivity to the prior
- Lower bounds on Bayes factors for invariant testing situations
- Approximated sensitivity analysis in posterior predictive distribution
- Bayes factors for peri-null hypotheses
- Approximated information analysis in Bayesian inference
- Bayesian variable selection in binary quantile regression
- A unified Bayesian inference on treatment means with order constraints
- APPLYING THE SAVAGE-DICKEY DENSITY RATIO TO DEFAULT BAYES FACTORS, WITH AN ILLUSTRATION TO OUTLIER DETECTION IN RANDOM EFFECTS MODELS
- Bayesian testing of agreement criteria under order constraints
- Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
- Monte Carlo method in stock trading research based on accelerated diffusion theory with jumps
- Bayesian multiple comparison of models for binary data with inequality constraints
This page was built for publication: Approximate Posterior Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4112732)