Default Bayes Factors for Nonnested Hypothesis Testing

From MaRDI portal
Publication:4541231

DOI10.2307/2670175zbMath0996.62018OpenAlexW4254336647MaRDI QIDQ4541231

Julia Mortera, James O. Berger

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2670175



Related Items

Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors, Asymptotic normality with small relative errors of posterior probabilities of half-spaces, Bayesian and frequentist evidence in one-sided hypothesis testing, Statistical evidence and sample size determination for Bayesian hypothesis testing, Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses, Training samples in objective Bayesian model selection., Rejection odds and rejection ratios: a proposal for statistical practice in testing hypotheses, Automatic Bayes factors for testing variances of two independent normal distributions, Prior distributions for objective Bayesian analysis, The matrix-F prior for estimating and testing covariance matrices, Objective Bayesian testing for the linear combinations of normal means, Bayes Factors for Testing Order Constraints on Variances of Dependent Outcomes, Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data, Bayesian model learning based on predictive entropy, Objective Bayesian methods for one-sided testing, Bayesian model selection of informative hypotheses for repeated measurements, Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors, On the prevalence of information inconsistency in normal linear models, Objective Bayesian comparison of constrained analysis of variance models, Bayesian Approaches to Shrinkage and Sparse Estimation, Calibrated Bayes factors under flexible priors, Bayesian Testing of Linear Versus Nonlinear Effects Using Gaussian Process Priors, Cluster analysis, model selection, and prior distributions on models, Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder)., On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests, Alternative Bayes factors: Sample size determination and discriminatory power assessment, Simple relation between Bayesian order-restricted and point-null hypothesis tests, A simultaneous estimation and variable selection rule, Objective Bayesian Testing of a Poisson Mean, Objective Testing Procedures in Linear Models: Calibration of the p‐values, Consistent fractional Bayes factor for nested normal linear models, Jeffreys priors for survival models with censored data, Bayes factors for testing order-constrained hypotheses on correlations, Bayesian tests on components of the compound symmetry covariance matrix, Bayes factor testing of equality and order constraints on measures of association in social research, Properties of Bayes Factors Based on Test Statistics, Intrinsic Priors for Testing Two Normal Means with Intrinsic Bayes Factors, INTRINSIC PRIORS FOR TWO-SAMPLE TESTS IN NORMAL POPULATIONS, On one-sample Bayesian tests for the mean, Bayesian single change point detection in a sequence of multivariate normal observations, Automatic Bayes factors for testing equality- and inequality-constrained hypotheses on variances, Objective Bayesian tests for Fieller-Creasy problem, An objective Bayes factor with improper priors, Bayesian analysis of matched pairs