TWO-SAMPLE BAYESIAN TESTS USING INTRINSIC BAYES FACTORS FOR MULTIVARIATE NORMAL OBSERVATIONS

DOI10.1081/SAC-100002376zbMath1008.62560OpenAlexW1990840379MaRDI QIDQ4784180

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Publication date: 10 December 2002

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-100002376

Mathematics Subject Classification ID

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

Related Items (2)

INTRINSIC PRIORS FOR TWO-SAMPLE TESTS IN NORMAL POPULATIONS ⋮ Bayesian single change point detection in a sequence of multivariate normal observations

Cites Work

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• The Intrinsic Bayes Factor for Model Selection and Prediction
• Two-Sample Asymptotically Distribution-Free Tests for Incomplete Multivariate Observations
• Discriminant Functions When Covariance Matrices are Unequal
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Bayes Factors

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