On intrinsic priors for nonnested models

DOI10.1007/BF02595781zbMATH Open1069.62022OpenAlexW2051755735WikidataQ57718459 ScholiaQ57718459MaRDI QIDQ2387486FDOQ2387486

Authors Mathieu Kessler, Elías Moreno, Juan Antonio Cano

Publication date 5 September 2005

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02595781

zbMATH Keywords

LaplacenormalGumbeldouble exponentialSchröder equation

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

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• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• A default Bayesian test for the number of components in a mixture
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Bayes Factors
• Bayesian analysis of matched pairs
• Default Bayesian analysis of the Behrens-Fisher problem
• Testing a Point Null Hypothesis: Asymptotic Robust Bayesian Analysis with Respect to the Priors Given on a Subsigma Field
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• Testing equality of regression coefficients in heteroscedastic normal regression models
• Testing precise hypotheses. With comments and a rejoinder by the authors
• The Intrinsic Bayes Factor for Model Selection and Prediction

Cited in

(14)

• Default Bayes Factors for Nonnested Hypothesis Testing
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• Objective Bayesian inference for the half-normal and half-\(t\) distributions
• Objective Bayesian methods for one-sided testing
• Relaxation penalties and priors for plausible modeling of nonidentified bias sources
• Why Beta Priors: Invariance-Based Explanation
• Integral equation solutions as prior distributions for Bayesian model selection
• Prior distributions for objective Bayesian analysis
• Integral priors for Bayesian model selection: how they operate from simple to complex cases
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Bayesian model selection methods for nonnested models
• Objective Bayesian model selection approach to the two way analysis of variance
• Training samples in objective Bayesian model selection.
• Marginal Inferential Models: Prior-Free Probabilistic Inference on Interest Parameters

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