Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean

DOI10.1080/00031305.2019.1687013MaRDI QIDQ5869309zbMATH OpenOpenAlexFDO

Authors Malay Ghosh

Publication date 28 September 2022

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00031305.2019.1687013

zbMATH Keywords

Bayes factorexponential tailglobal-localhyper \(g\)-priorpolynomial tailscale mixing

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Mixtures of g Priors for Bayesian Variable Selection
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Some priors for sparse regression modelling
• The horseshoe estimator for sparse signals

Cited in

(1)

• A sample size-dependent prior strategy for bridging the Bayesian-frequentist gap in point null hypothesis testing

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