An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing

DOI10.2307/2670059zbMATH Open1064.62513OpenAlexW4235847508MaRDI QIDQ4541192FDOQ4541192

Authors Elías Moreno, Walter Racugno, Francesco Bertolino 

Publication date 30 July 2002

Full work available at URL https://doi.org/10.2307/2670059

Mathematics Subject Classification ID

Bayesian inference (62F15)

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• Detection of Hidden Additivity and Inference Under Model Uncertainty for Unreplicated Factorial Studies via Bayesian Model Selection and Averaging
• APPLYING THE SAVAGE-DICKEY DENSITY RATIO TO DEFAULT BAYES FACTORS, WITH AN ILLUSTRATION TO OUTLIER DETECTION IN RANDOM EFFECTS MODELS
• An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
• Model selection with vague prior information
• Objective Bayesian variable selection in linear regression model
• Posterior model consistency in variable selection as the model dimension grows
• Intrinsic priors for model comparison in multivariate normal regression
• Bayes factors for goodness of fit testing
• Objective parametric model selection procedures from a Bayesian nonparametric perspective
• Objective Testing Procedures in Linear Models: Calibration of the p‐values
• Bayesian and frequentist evidence in one-sided hypothesis testing
• Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
• Statistical Issues in Bayesian Meta-Analysis
• Default Bayesian analysis of the Behrens-Fisher problem
• Criteria for Bayesian model choice with application to variable selection
• Bayesian model selection based on proper scoring rules
• Some connections between Bayesian and non-Bayesian methods for regression model selection
• The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
• Cluster analysis, model selection, and prior distributions on models
• Consistency of objective Bayes factors for nonnested linear models and increasing model dimension
• Consistency of Bayesian procedures for variable selection
• Comparison of Bayesian objective procedures for variable selection in linear regression
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• Prior distributions for objective Bayesian analysis
• A new minimal training sample scheme for intrinsic Bayes factors in censored data
• A consistent on‐line Bayesian procedure for detecting change points
• Objective Bayesian tests for Fieller-Creasy problem
• The matrix-F prior for estimating and testing covariance matrices
• Objective Bayesian multiple comparisons for normal variances
• Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
• Mixtures of \(g\)-priors in generalized linear models
• Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors
• Alternative Bayes factors: Sample size determination and discriminatory power assessment
• Bayesian multiple change-points detection in a normal model with heterogeneous variances
• Testing equality of regression coefficients in heteroscedastic normal regression models
• On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models
• Objective priors for hypothesis testing in one‐way random effects models
• Training samples in objective Bayesian model selection.
• Consistency of Bayesian linear model selection with a growing number of parameters
• Partial intrinsic Bayes factor
• Cost-effectiveness analysis for heterogeneous samples
• Consistency of Bayes factors for intrinsic priors in normal linear models
• Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
• Objective Bayesian testing for the linear combinations of normal means
• Integral priors for Bayesian model selection: how they operate from simple to complex cases
• Linear contrasts for the one way analysis of variance: a Bayesian approach
• Asymptotic equivalence between the default Bayes factors and the ordinary Bayes factors with intrinsic priors
• Integral equation solutions as prior distributions for Bayesian model selection
• A model selection approach for variable selection with censored data
• On the existence of uniformly most powerful Bayesian tests with application to non-central chi-squared tests
• Intrinsic priors for model selection using an encompassing model with applications to censored failure time data.
• A default Bayesian test for the number of components in a mixture
• Bayesian analysis of matched pairs
• Objective Bayesian group variable selection for linear model
• Bayesian inference for the common location parameter of several shifted-exponential populations
• Some Bayesian predictive approaches to model selection
• Calibrated Bayes factors for model comparison
• Objective Bayesian comparison of order-constrained models in contingency tables
• Bayesian model selection approach to the one way analysis of variance under homoscedasticity
• Objective Bayesian methods for one-sided testing
• Consistent fractional Bayes factor for nested normal linear models
• On intrinsic priors for nonnested models
• Consistency of objective Bayes factors as the model dimension grows
• Bayesian model selection methods for nonnested models

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