Approximating the Bayes factor

DOI10.1016/0167-7152(95)00226-XzbMath0902.62036OpenAlexW2037224641MaRDI QIDQ1129425

Erhard Reschenhofer

Publication date: 15 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00226-x

zbMATH Keywords

model selectionpenalty termBICreparametrizationuniform prior

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (1)

Non-monotonic penalizing for the number of structural breaks

Cites Work

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• On the choice of a model to fit data from an exponential family
• A comparison of the information and posterior probability criteria for model selection
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion

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