Intrinsic priors for model comparison in multivariate normal regression
DOI10.1007/S13398-011-0033-7zbMATH Open1318.62092OpenAlexW2032523135MaRDI QIDQ692313FDOQ692313
Authors: M. C. Fu 
Publication date: 5 December 2012
Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13398-011-0033-7
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Cites Work
- The Intrinsic Bayes Factor for Model Selection and Prediction
- Consistency of objective Bayes factors as the model dimension grows
- Estimation of a covariance matrix using the reference prior
- Consistency of Bayesian procedures for variable selection
- An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
- Objective Testing Procedures in Linear Models: Calibration of the p‐values
- Objective Bayesian Variable Selection
- Consistency of objective Bayes factors for nonnested linear models and increasing model dimension
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- Enriched conjugate and reference priors for the Wishart family on symmetric cones
- Erratum: Comparison of Bayesian objective procedures for variable selection in linear regression
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Cited In (10)
- Bayes factor consistency for nested linear models with a growing number of parameters
- Title not available (Why is that?)
- Prior distributions for objective Bayesian analysis
- A consistent on‐line Bayesian procedure for detecting change points
- Intrinsic priors for objective Bayesian model selection
- Testing equality of regression coefficients in heteroscedastic normal regression models
- Inference from intrinsic Bayes' procedures under model selection and uncertainty
- Bayes factor consistency for unbalanced ANOVA models
- Bayes factor consistency for one-way random effects model
- Modified intrinsic Bayes factor for multivariate regression models
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