APPLYING THE SAVAGE-DICKEY DENSITY RATIO TO DEFAULT BAYES FACTORS, WITH AN ILLUSTRATION TO OUTLIER DETECTION IN RANDOM EFFECTS MODELS

DOI10.1081/STA-100108448MaRDI QIDQ4540571zbMATH OpenFDO

Authors Younshik Chung, Sangjeen Lee, Dipak K. Dey

Publication date 28 July 2002

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Analysis of variance and covariance (ANOVA) (62J10) Bayesian problems; characterization of Bayes procedures (62C10)

Recommendations

• scientific article; zbMATH DE number 1843495
• scientific article; zbMATH DE number 1098824
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
• On resolving the Savage-Dickey paradox

Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• A Bayesian approach to outlier detection and residual analysis
• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
• Approximate Posterior Distributions
• Bayes Factors
• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• The Intrinsic Bayes Factor for Model Selection and Prediction
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters

Cited in

(4)

• scientific article; zbMATH DE number 1843495 (Why is no real title available?)
• An encompassing prior generalization of the Savage-Dickey density ratio
• A caveat on the Savage-Dickey density ratio: the case of computing Bayes factors for regression parameters
• On resolving the Savage-Dickey paradox

This page was built for publication: APPLYING THE SAVAGE-DICKEY DENSITY RATIO TO DEFAULT BAYES FACTORS, WITH AN ILLUSTRATION TO OUTLIER DETECTION IN RANDOM EFFECTS MODELS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540571)