Approximating the Bayes factor

DOI10.1016/0167-7152(95)00226-XMaRDI QIDQ1129425zbMATH OpenOpenAlexFDO

Authors Erhard Reschenhofer

Publication date 15 December 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00226-x

zbMATH Keywords

BICmodel selectionpenalty termreparametrizationuniform prior

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• The Intrinsic Bayes Factor for Model Selection and Prediction
• Consistency of objective Bayes factors as the model dimension grows
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• Fully Bayes factors with a generalized g-prior

Cites work

• A comparison of the information and posterior probability criteria for model selection
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 720676 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• On the choice of a model to fit data from an exponential family

Cited in

(2)

• Non-monotonic penalizing for the number of structural breaks
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio

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