The following pages link to (Q2736784):
Displaying 36 items.
- Adaptative significance levels using optimal decision rules: balancing by weighting the error probabilities (Q288004) (← links)
- The expected demise of the Bayes factor (Q296922) (← links)
- An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys (Q296926) (← links)
- Bayesian model selection for a linear model with grouped covariates (Q312603) (← links)
- Objective Bayesian analysis of geometrically anisotropic spatial data (Q486071) (← links)
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications (Q528107) (← links)
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem (Q605920) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Criteria for Bayesian model choice with application to variable selection (Q693737) (← links)
- Bayesian model selection in spatial lattice models (Q713943) (← links)
- Harold Jeffreys's \textit{Theory of probability} revisited (Q903267) (← links)
- Nonparametric Bayesian multiple testing for longitudinal performance stratification (Q965133) (← links)
- Bayesian spatial prediction of the site index in the study of the Missouri Ozark forest ecosystem project (Q1023714) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Bayesian measures of surprise for outlier detection (Q1869076) (← links)
- Training samples in objective Bayesian model selection. (Q1879922) (← links)
- Bayesian test of normality versus a Dirichlet process mixture alternative (Q2040662) (← links)
- Restricted type II maximum likelihood priors on regression coefficients (Q2057361) (← links)
- On a class of objective priors from scoring rules (with discussion) (Q2057364) (← links)
- Integral priors for Bayesian model selection: how they operate from simple to complex cases (Q2273030) (← links)
- Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
- Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection (Q2316987) (← links)
- An exploration of aspects of Bayesian multiple testing (Q2369504) (← links)
- Likelihood-based discrimination between separate scale and regression models (Q2499096) (← links)
- On the prevalence of information inconsistency in normal linear models (Q2666033) (← links)
- Minimum description length revisited (Q4997077) (← links)
- Posterior Odds with a Generalized Hyper-<i>g</i>-Prior (Q5080445) (← links)
- Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines (Q5084431) (← links)
- Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency (Q5208087) (← links)
- Informed Bayesian <i>t</i>-Tests (Q5869268) (← links)
- Prior-based Bayesian information criterion (Q5879980) (← links)
- A class of admissible estimators of multiple regression coefficient with an unknown variance (Q5880050) (← links)
- Comment on article by Rubio and Steel (Q5966319) (← links)
- An interview with Luis Raúl Pericchi (Q6068495) (← links)
- Game-theoretic statistics and safe anytime-valid inference (Q6145149) (← links)
- Optional stopping with Bayes factors: a categorization and extension of folklore results, with an application to invariant situations (Q6201435) (← links)
