Consistency of Bayes factors under hyper \(g\)-priors with growing model size
From MaRDI portal
Publication:254923
DOI10.1016/j.jspi.2016.01.001zbMath1336.62095MaRDI QIDQ254923
Kshitij Khare, Ruoxuan Xiang, Malay Ghosh
Publication date: 8 March 2016
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2016.01.001
62F12: Asymptotic properties of parametric estimators
62J05: Linear regression; mixed models
62F15: Bayesian inference