Restricted most powerful Bayesian tests for linear models
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Cites work
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- Analysis of variance -- why it is more important than ever. (With discussions and rejoinder)
- Default Bayes factors for ANOVA designs
- scientific article; zbMATH DE number 3983087 (Why is no real title available?)
- scientific article; zbMATH DE number 976328 (Why is no real title available?)
- scientific article; zbMATH DE number 3276287 (Why is no real title available?)
- Mixtures of g Priors for Bayesian Variable Selection
- Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
- Testing precise hypotheses. With comments and a rejoinder by the authors
- The risk inflation criterion for multiple regression
- Uniformly most powerful Bayesian tests
Cited in
(11)- Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
- On the existence of uniformly most powerful Bayesian tests with application to non-central chi-squared tests
- A Bayesian-motivated test for high-dimensional linear regression models with fixed design matrix
- A Powerful Bayesian Test for Equality of Means in High Dimensions
- Uniformly most powerful Bayesian tests
- On Bayes factors for the linear model
- Bayesian t-tests for correlations and partial correlations
- Bayesian (mean) most powerful tests
- Bayesian and frequentist testing for differences between two groups with parametric and nonparametric two-sample tests
- Bayesian nonparametric hypothesis testing methods on multiple comparisons
- Testing high-dimensional regression coefficients in linear models via Bayes factor
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