Bayes factors and marginal distributions in invariant situations

zbMATH Open0973.62017MaRDI QIDQ2736784FDOQ2736784

Luis Pericchi, James O. Berger, Julia A. Varshavsky

Publication date: 11 September 2001

Published in: Sankhyā. Series A. Methods and Techniques (Search for Journal in Brave)

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zbMATH Keywords

reference priormaximal invariantHaar measuregroup invariancemarginal densityintrinsic Bayes factors

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Hypothesis testing in multivariate analysis (62H15)

Cited In (39)

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• Adaptative significance levels using optimal decision rules: balancing by weighting the error probabilities
• Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations
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• The expected demise of the Bayes factor
• Prior-based Bayesian information criterion
• Bayesian model selection for a linear model with grouped covariates
• An interview with Luis Raúl Pericchi
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• Training samples in objective Bayesian model selection.
• E-statistics, group invariance and anytime-valid testing
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• Nonparametric Bayesian multiple testing for longitudinal performance stratification
• Bayesian spatial prediction of the site index in the study of the Missouri Ozark forest ecosystem project
• Integral priors for Bayesian model selection: how they operate from simple to complex cases
• Minimum description length revisited
• Restricted type II maximum likelihood priors on regression coefficients
• On the prevalence of information inconsistency in normal linear models
• Objective Bayesian analysis of geometrically anisotropic spatial data
• Bayesian measures of surprise for outlier detection
• On a class of objective priors from scoring rules (with discussion)
• Likelihood-based discrimination between separate scale and regression models
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• Informed Bayesian t-Tests
• Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency
• Posterior Odds with a Generalized Hyper-g-Prior
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines
• Comment on article by Rubio and Steel

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