Variations of power-expected-posterior priors in normal regression models

DOI10.1016/J.CSDA.2019.106836OpenAlexW2525696243MaRDI QIDQ2008131FDOQ2008131

Authors: D. Fouskakis, I. Ntzoufras, Konstantinos Perrakis 

Publication date: 22 November 2019

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

Full work available at URL: https://arxiv.org/abs/1609.06926

Recommendations

• Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models
• Power-expected-posterior priors for generalized linear models
• Power-expected-posterior priors for variable selection in Gaussian linear models
• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing

zbMATH Keywords

variable selectionlinear regressionmodel misspecificationmodel selection consistencyobjective priorsexpected-posterior priorpower-expected-posterior prior

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (4)

• Power-expected-posterior priors for variable selection in Gaussian linear models
• Power-expected-posterior priors for generalized linear models
• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models

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