Robust Bayesian hypothesis testing in the presence of nuisance parameters

DOI10.1016/0378-3758(94)90131-7zbMath0801.62030MaRDI QIDQ1333150

Julia Mortera, James O. Berger

Publication date: 30 November 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90131-7

zbMATH Keywords

nuisance parameters; Bayes factor; noninformative prior; prior distributions; \(P\)-values; robust Bayesian approach; multivariate normal example; point null hypothesis; univariate normal model; unknown mean and variance

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62F15: Bayesian inference

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Alternative Bayes factors for model selection

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