Integral equation solutions as prior distributions for Bayesian model selection

DOI10.1007/S11749-006-0040-8zbMath1367.62065OpenAlexW2062833934MaRDI QIDQ1019480

J. Martínez

Publication date: 2 June 2009

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/6361

zbMATH Keywords

model selectionintegral equationsBayes factorintrinsic priorsexpected posterior priors

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (4)

On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model ⋮ Bayes Factor Consistency for One-way Random Effects Model ⋮ Integral priors for Bayesian model selection: how they operate from simple to complex cases ⋮ The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data

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• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Expected-posterior prior distributions for model selection
• An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing

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