Bayesian model selection approach to the one way analysis of variance under homoscedasticity

DOI10.1007/S00180-012-0339-8zbMath1305.65029OpenAlexW2078261152MaRDI QIDQ2255909

C. Carazo, Diego Salmerón, Juan Antonio Cano

Publication date: 18 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-012-0339-8

zbMATH Keywords

robustnessmodel selectionBayes factorcalibration curveintrinsic priors\(p\) values

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (2)

Linear contrasts for the one way analysis of variance: a Bayesian approach ⋮ Objective Bayesian model selection approach to the two way analysis of variance

Cites Work

• Reconciling Bayesian and Frequentist Evidence in the One-Sided Testing Problem
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Objective Testing Procedures in Linear Models: Calibration of the p‐values
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