Bayes factors for zero partial covariances

DOI10.1016/0378-3758(94)00101-ZzbMath0833.62026MaRDI QIDQ1901727

Paolo Giudici

Publication date: 6 March 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Bayes factorreference priornoninformative priorJeffreys' priorsconjugate normal-inverse Wishart prior distributioncovariance selection modelimaginary training sampleinvariant Bayes factormarginal priormodel-based prior distributionpairwise conditional independencesreference Bayes factorsymmetric interaction modelzero partial covariance patterns

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15)

Related Items (1)

Bayesian hypothesis testing for Gaussian graphical models: conditional independence and order constraints

Cites Work

• A note on improved likelihood ratio statistics for generalized log linear models
• Propagation of Probabilities, Means, and Variances in Mixed Graphical Association Models
• Analogies between Multiplicative Models in Contingency Tables and Covariance Selection
• The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
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