Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models

DOI10.1214/15-BJPS281zbMath1381.62230arXiv1307.2435OpenAlexW2963855128MaRDI QIDQ292943

Ioannis Ntzoufras, Dimitris Fouskakis

Publication date: 9 June 2016

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.2435

zbMATH Keywords

consistencyBayes factorspower priorBayesian variable selectionexpected-posterior priorsGaussian linear modelsunit-information priorobjective model selection methodspower-expected-posterior priorstraining sample

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items

Power-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions, Prior distributions for objective Bayesian analysis, Power-expected-posterior priors for generalized linear models, Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing, Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models

Cites Work

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