Compatibility of prior specifications across linear models

DOI10.1214/08-STS258zbMath1329.62331arXiv1102.2981MaRDI QIDQ908147

Piero Veronese, Guido Consonni

Publication date: 3 February 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.2981

zbMATH Keywords

hypothesis testingBayes factorconjugate priorvariable selection\(g\)-priornested modelcompatible priorKullback-Leibler projection

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Analysis of variance and covariance (ANOVA) (62J10)

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