Training samples in objective Bayesian model selection.

DOI10.1214/009053604000000229zbMath1092.62034arXivmath/0406460OpenAlexW1984595584WikidataQ63362835 ScholiaQ63362835MaRDI QIDQ1879922

James O. Berger, Luís Raúl Pericchi

Publication date: 15 September 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0406460

zbMATH Keywords

training sampleslinear modelscensored dataintrinsic priorsobjective priorsexpected posterior priorsintrinsic Bayes factors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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