Approximations and consistency of Bayes factors as model dimension grows
From MaRDI portal
Publication:1869121
DOI10.1016/S0378-3758(02)00336-1zbMath1026.62018MaRDI QIDQ1869121
Jayanta K. Ghosh, James O. Berger, Nitai D. Mukhopadhyay
Publication date: 9 April 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
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Cites Work
- Estimating the dimension of a model
- Asymptotic normality of posterior distributions in high-dimensional linear models
- The Intrinsic Bayes Factor for Model Selection and Prediction
- The Schwarz criterion and related methods for normal linear models
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
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