Consistency of Bayes factors for intrinsic priors in normal linear models

DOI10.1016/J.CRMA.2005.05.001MaRDI QIDQ2484544zbMATH OpenOpenAlexFDO

Authors 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

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 2091799 (Why is no real title available?)
• scientific article; zbMATH DE number 777884 (Why is no real title available?)
• A STATISTICAL PARADOX
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• Linear Statistical Inference and its Applications
• The Intrinsic Bayes Factor for Model Selection and Prediction

Cited in

(21)

• Bayesian high-dimensional screening via MCMC
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• A conditional Lindley paradox in Bayesian linear models
• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• On Model Selection Consistency of Bayesian Method for Normal Linear Models
• An alternative to the standard Bayesian procedure for discrimination between normal linear models
• Objective Bayesian group variable selection for linear model
• On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model
• Objective Bayesian variable selection in linear regression model
• Objective Bayesian multiple comparisons for normal variances
• A note on Bayes factor consistency in partial linear models
• Intrinsic Priors for Testing Two Normal Means with Intrinsic Bayes Factors
• scientific article; zbMATH DE number 5769750 (Why is no real title available?)
• Posterior model consistency in variable selection as the model dimension grows
• scientific article; zbMATH DE number 2091799 (Why is no real title available?)
• Consistency of Bayesian linear model selection with a growing number of parameters
• Bayesian and frequentist evidence in one-sided hypothesis testing
• Consistency of Bayesian procedures for variable selection
• Comparison of Bayesian objective procedures for variable selection in linear regression
• Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
• Bayesian model selection via composite likelihood for high-dimensional data integration

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