Consistency of objective Bayes factors for nonnested linear models and increasing model dimension
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Publication:981973
DOI10.5052/RACSAM.2010.06zbMath1193.62036OpenAlexW1552235929MaRDI QIDQ981973
M. L. Martínez, Elías Moreno, George Casella, Fco. Javier Girón
Publication date: 9 July 2010
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/10.5052/racsam.2010.06
Related Items
Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters, Cost-effectiveness analysis for heterogeneous samples, Bayes factor consistency for nested linear models with a growing number of parameters, Bayesian high-dimensional screening via MCMC, High-dimensional Bayesian inference in nonparametric additive models, Intrinsic priors for model comparison in multivariate normal regression, Consistency of Bayesian linear model selection with a growing number of parameters, Consistency of Bayes factor for nonnested model selection when the model dimension grows, Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty, Posterior model consistency in variable selection as the model dimension grows, Consistency of Bayes factors under hyper \(g\)-priors with growing model size
Cites Work
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- Erratum: Comparison of Bayesian objective procedures for variable selection in linear regression
- Estimating the dimension of a model
- The Intrinsic Bayes Factor for Model Selection and Prediction
- A Bayesian approach to inference about a change-point in a sequence of random variables
- An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
- Objective Bayesian Variable Selection
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