Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach

DOI10.1080/03610920600637248zbMath1105.62029OpenAlexW2050993308MaRDI QIDQ3424167

Julián de la Horra, Maria Teresa Rodríguez-Bernal

Publication date: 15 February 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600637248

zbMATH Keywords

Bayesian model selection\(L^{2}\) distanceposterior expected lossposterior predictive densityLavine's linearization techniqueprior density selection

Mathematics Subject Classification ID

Bayesian inference (62F15)

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