Automatic Bayes factors for testing variances of two independent normal distributions
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Publication:296944
DOI10.1016/J.JMP.2015.08.001zbMATH Open1357.62105OpenAlexW1801192431MaRDI QIDQ296944FDOQ296944
Joris Mulder, Florian Böing-Messing
Publication date: 24 June 2016
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmp.2015.08.001
Recommendations
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- scientific article
- scientific article; zbMATH DE number 409719
balancednessOccam's razorautomatic Bayes factorautomatic priorfractional Bayes factorhomogeneity of varianceinequality constrained hypothesis
Cites Work
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- Default Bayes Factors for Nonnested Hypothesis Testing
- Bayes factors for testing inequality constrained hypotheses: Issues with prior specification
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- Testing precise hypotheses. With comments and a rejoinder by the authors
- Editors' introduction to the special issue ``Bayes factors for testing hypotheses in psychological research: practical relevance and new developments
- Sensitivity of the fractional Bayes factor to prior distributions
Cited In (5)
- The matrix-F prior for estimating and testing covariance matrices
- Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances
- Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes
- Modified intrinsic Bayes factor for multivariate regression models
- Consecutive Bayes factor for the mean vector
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