A note on selecting parametric models in Bayesian inference

DOI10.1214/AOS/1176346521zbMATH Open0544.62049OpenAlexW1965943369MaRDI QIDQ796931FDOQ796931

Authors: William S. Krasker 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346521

Recommendations

• Bayesian parametric inference in a nonparametric framework
• On posterior consistency in selection models
• Statistical Decision Problems and Bayesian Nonparametric Methods
• Nonparametric Bayesian model selection and averaging
• Expected-posterior prior distributions for model selection

zbMATH Keywords

model selectionweak convergenceparametric modelsapproximation of priors

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Nonparametric inference (62G99)

Cited In (2)

• Approximating priors by finite mixtures of conjugate distributions for an exponential family
• On posterior consistency in selection models

This page was built for publication: A note on selecting parametric models in Bayesian inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q796931)