scientific article; zbMATH DE number 3791441
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(60)- Comparison of Bayesian objective procedures for variable selection in linear regression
- Integral equation solutions as prior distributions for Bayesian model selection
- On priors and Bayes factors
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- Bayesian criteria for discriminating among regression models with one possible change point
- Noninformative Bayesian testing and neutral Bayes factors
- Asymptotic relationships between posterior probabilities and p-values using the hazard rate.
- Default Bayes factors for generalized linear models.
- Nonsubjective Bayes testing -- an overview
- Some connections between Bayesian and non-Bayesian methods for regression model selection
- Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
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- An objective Bayes factor with improper priors
- Objective Bayesian group variable selection for linear model
- Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing
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- Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances
- On intrinsic priors for nonnested models
- Bayesian inference for the common location parameter of several shifted-exponential populations
- Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\)
- Power-expected-posterior priors for variable selection in Gaussian linear models
- Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
- The philosophy of Bayes factors and the quantification of statistical evidence
- Automatic Bayes factors for testing variances of two independent normal distributions
- Sequential Ordinal Modeling with Applications to Survival Data
- Asymptotic equivalence between the default Bayes factors and the ordinary Bayes factors with intrinsic priors
- A bayesian test for a two-way contingency table using independence priors
- Objective Bayesian variable selection in linear regression model
- Bayesian model selection using test statistics
- A Bayesian analysis of normalized VAR models
- Alternative Bayes factors for model selection
- Bayesian analysis of autoregressive time series with change points
- A solution to separation for clustered binary data
- Bayesian selection of log‐linear models
- Propriety of intrinsic priors in invariant testing situations
- A Bayesian predictive approach to model selection.
- Consistent fractional Bayes factor for nested normal linear models
- Model determination for the variance component model using reference priors
- Objective methods for graphical structural learning
- Prior‐free Bayes Factors Based on Data Splitting
- Consecutive Bayes factor for the mean vector
- Bayesian hypothesis tests with diffuse priors: can we have our cake and eat it too?
- Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?
- On the safe use of prior densities for Bayesian model selection
- Modified intrinsic Bayes factor for multivariate regression models
- An objective Bayesian analysis of a crossover design via model selection and model averaging
- Criteria for Bayesian model choice with application to variable selection
- On the Jeffreys-Lindley paradox
- -contaminated priors in contingency tables
- A weakly informative default prior distribution for logistic and other regression models
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