Subjective Bayesian testing using calibrated prior probabilities

DOI10.1214/18-BJPS424zbMath1450.62022MaRDI QIDQ2330492

Dan J. Spitzner

Publication date: 22 October 2019

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1566806436

zbMATH Keywords

multiplicityBayes factorsSchwarz criterionvariable selectionBayesian testingdefault priorssubjective Bayeshigh-dimensional statistics

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15)

Related Items (2)

Calibrated Bayes factors under flexible priors ⋮ Consistent group selection with Bayesian high dimensional modeling

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