α-Stable Limit Laws for Harmonic Mean Estimators of Marginal Likelihoods

DOI10.5705/SS.2010.221OpenAlexW2105085235MaRDI QIDQ2905117

Robert L. Wolpert, Scott C. Schmidler

Publication date: 24 August 2012

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/602378142c8dbee18fe4268229da28826ee025e4

zbMATH Keywords

bridge samplingBayes factorsmarginal likelihoodmodel averagingharmonic meanalpha stable

Mathematics Subject Classification ID

Statistics (62-XX)

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