An objective Bayes factor with improper priors

DOI10.1016/J.CSDA.2021.107404OpenAlexW3216838998MaRDI QIDQ2076163

Cristiano Villa, Stephen G. Walker

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107404

zbMATH Keywords

Bayes factorintrinsic Bayes factorobjective Bayesfractional Bayes factorFisher distance

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Detecting renewal states in chains of variable length via intrinsic Bayes factors

Cites Work

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• A uniform asymptotic expansion for the incomplete gamma function
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• Default Bayes Factors for Nonnested Hypothesis Testing
• On Information and Sufficiency

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