scientific article; zbMATH DE number 6114090
From MaRDI portal
Publication:3144429
Cited in
(15)- Testing un-separated hypotheses by estimating a distance
- Asymptotic frequentist coverage properties of Bayesian credible sets for sieve priors
- Bounds for Bayesian order identification with application to mixtures
- Bayes factors for peri-null hypotheses
- Two-sample Bayesian nonparametric hypothesis testing
- On some aspects of the asymptotic properties of Bayesian approaches in nonparametric and semiparametric models
- Uniformly most powerful Bayesian tests
- Discussion on article ``Bayesian inference with misspecified models
- On the use of non-local prior densities in Bayesian hypothesis tests
- Systematic deviation in mean of log bayes factor: Implication and application
- The case of the Jeffreys-Lindley-paradox as a Bayes-frequentist compromise: a perspective based on the Rao-Lovric-theorem
- On Bayes factor functions
- Default Bayes factors for testing the (in)equality of several population variances
- Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density
- A note on Bayes factor consistency in partial linear models
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3144429)
