Calibrated Bayes factors under flexible priors
From MaRDI portal
Publication:6091268
Cites work
- scientific article; zbMATH DE number 3675161 (Why is no real title available?)
- scientific article; zbMATH DE number 1350773 (Why is no real title available?)
- scientific article; zbMATH DE number 720676 (Why is no real title available?)
- scientific article; zbMATH DE number 777884 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- scientific article; zbMATH DE number 3054843 (Why is no real title available?)
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A STATISTICAL PARADOX
- A Statistical Basis for Reporting Strength of Evidence as Pool Reduction
- A comment on D. V. Lindley's statistical paradox
- Alternative Bayes factors for model selection
- Avoiding prior-data conflict in regression models via mixture priors
- Bayes Factors
- Bayesian assessment of dimensionality in reduced rank regression
- Bayesian data analysis.
- Criteria for Bayesian model choice with application to variable selection
- Default Bayes Factors for Nonnested Hypothesis Testing
- Estimating the dimension of a model
- Evaluation of Trace Evidence in the Form of Multivariate Data
- Inference from intrinsic Bayes' procedures under model selection and uncertainty
- Integral priors and constrained imaginary training samples for nested and non-nested Bayesian model comparison
- Intrinsic priors for objective Bayesian model selection
- Joint specification of model space and parameter space prior distributions
- Lindley's Paradox
- Methods for Default and Robust Bayesian Model Comparison: The Fractional Bayes Factor Approach
- Neutral-data comparisons for Bayesian testing
- Objective Bayes Covariate‐Adjusted Sparse Graphical Model Selection
- Objective Bayesian model selection in Gaussian graphical models
- On the use of non-local prior densities in Bayesian hypothesis tests
- Posterior belief assessment: extracting meaningful subjective judgements from Bayesian analyses with complex statistical models
- Prior distributions for objective Bayesian analysis
- Rejoinder: ``The case for objective Bayesian analysis
- Robust meta‐analytic‐predictive priors in clinical trials with historical control information
- Robustness issues in Bayesian model selection
- Statistical decision theory and Bayesian analysis. 2nd ed
- Statistics and the Evaluation of Evidence for Forensic Scientists
- Subjective Bayesian analysis: principles and practice
- Subjective Bayesian testing using calibrated prior probabilities
- Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
- The Intrinsic Bayes Factor for Model Selection and Prediction
- The Selection of Prior Distributions by Formal Rules
- Uncertain Judgements: Eliciting Experts' Probabilities
- Uncertainty in prior elicitations: a nonparametric approach
This page was built for publication: Calibrated Bayes factors under flexible priors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6091268)