Intrinsic Priors for Objective Bayesian Model Selection

DOI10.1108/S0731-905320140000034012zbMath1453.62392OpenAlexW2483232646WikidataQ63362819 ScholiaQ63362819MaRDI QIDQ5133552

Elías Moreno, Luís Raúl Pericchi

Publication date: 10 November 2020

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-905320140000034012

zbMATH Keywords

model selectionintrinsic priors\(g\)-priorsampling properties of Bayes factors

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

Related Items (4)

Prior distributions for objective Bayesian analysis ⋮ The matrix-F prior for estimating and testing covariance matrices ⋮ Calibrated Bayes factors under flexible priors ⋮ Subjective Bayesian testing using calibrated prior probabilities

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