Consistency of Bayes factors for intrinsic priors in normal linear models

DOI10.1016/j.crma.2005.05.001zbMath1065.62037OpenAlexW2170381532MaRDI QIDQ2484544

Elías Moreno, Fco. Javier 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

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

Related Items

Bayesian and frequentist evidence in one-sided hypothesis testing, Objective Bayesian group variable selection for linear model, Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial, Objective Bayesian multiple comparisons for normal variances, Bayesian high-dimensional screening via MCMC, On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests, Consistency of Bayesian linear model selection with a growing number of parameters, Consistency of Bayesian procedures for variable selection, Comparison of Bayesian objective procedures for variable selection in linear regression, Objective Bayesian variable selection in linear regression model, Posterior model consistency in variable selection as the model dimension grows

Cites Work

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