Consistency of Bayes factors for intrinsic priors in normal linear models

DOI10.1016/J.CRMA.2005.05.001zbMATH Open1065.62037OpenAlexW2170381532MaRDI QIDQ2484544FDOQ2484544

Elías Moreno, F. J. Girón

Publication date: 1 August 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.05.001

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Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Linear Statistical Inference and its Applications
• A STATISTICAL PARADOX
• The Intrinsic Bayes Factor for Model Selection and Prediction
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
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Cited In (18)

• On Model Selection Consistency of Bayesian Method for Normal Linear Models
• Objective Bayesian variable selection in linear regression model
• Posterior model consistency in variable selection as the model dimension grows
• Bayesian and frequentist evidence in one-sided hypothesis testing
• Title not available (Why is that?)
• Consistency of Bayesian procedures for variable selection
• Comparison of Bayesian objective procedures for variable selection in linear regression
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• Intrinsic Priors for Testing Two Normal Means with Intrinsic Bayes Factors
• Objective Bayesian multiple comparisons for normal variances
• A note on Bayes factor consistency in partial linear models
• Consistency of Bayesian linear model selection with a growing number of parameters
• An alternative to the standard Bayesian procedure for discrimination between normal linear models
• Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
• Bayesian high-dimensional screening via MCMC
• Bayesian model selection via composite likelihood for high-dimensional data integration
• Title not available (Why is that?)
• Objective Bayesian group variable selection for linear model

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