Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach
DOI10.1080/03610920600637248zbMATH Open1105.62029OpenAlexW2050993308MaRDI QIDQ3424167FDOQ3424167
Authors: Julián de la Horra, María Teresa Rodríguez-Bernal 
Publication date: 15 February 2007
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920600637248
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Bayesian model selection\(L^{2}\) distanceposterior expected lossposterior predictive densityLavine's linearization techniqueprior density selection
Cites Work
- A Predictive Approach to Model Selection
- Model choice: a minimum posterior predictive loss approach
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Intrinsic Bayes Factor for Model Selection and Prediction
- Combinatorial methods in density estimation
- Bayesian Inference with Specified Prior Marginals
- A Bayesian predictive approach to model selection.
- Sensitivity in Bayesian Statistics: The Prior and the Likelihood
- A generalized predictive criterion for model selection
- Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\)
Cited In (5)
- Bayesian Model Selection: Measuring the χ2Discrepancy with the Uniform Distribution
- Model selection using the estimative and the approximate \(p^*\) predictive densities
- Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\)
- A Bayesian predictive approach to model selection.
- Expected-posterior prior distributions for model selection
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