Objective Bayesian hypothesis testing in regression models with first-order autoregressive residuals

DOI10.1080/03610926.2015.1112915zbMath1462.62183OpenAlexW2419098430MaRDI QIDQ5349126

Yongku Kim, Sang Gil Kang, Woo Dong Lee, Dal Ho Kim

Publication date: 23 August 2017

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

Full work available at URL: https://doi.org/10.1080/03610926.2015.1112915

zbMATH Keywords

Bayes factorreference priormatching priorautocorrelation coefficientBayesian reference criteriondivergence-based prior

Mathematics Subject Classification ID

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

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