Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach

DOI10.1080/03610920600637248MaRDI QIDQ3424167zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bayesian model selection\(L^{2}\) distanceposterior expected lossposterior predictive densityLavine's linearization techniqueprior density selection

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 3870398 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A Bayesian predictive approach to model selection.
• A Predictive Approach to Model Selection
• A generalized predictive criterion for model selection
• Bayesian Inference with Specified Prior Marginals
• Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\)
• Combinatorial methods in density estimation
• Model choice: a minimum posterior predictive loss approach
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• The Intrinsic Bayes Factor for Model Selection and Prediction

Cited in

(5)

• Expected-posterior prior distributions for model selection
• 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.

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