Power-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions

DOI10.1080/24754269.2020.1719355OpenAlexW3003935913MaRDI QIDQ5880046

J. K. Innocent, Dimitris Fouskakis, Luís Raúl Pericchi

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2020.1719355

zbMATH Keywords

consistencyBayes factorBayesian model selectionGaussian linear modelsincreasing dimensionexpected-posterior priorpower-expected-posterior prior

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Power-expected-posterior priors for variable selection in Gaussian linear models
• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• Consistency of objective Bayes factors as the model dimension grows
• Consistency of Bayesian procedures for variable selection
• Training samples in objective Bayesian model selection.
• Expected-posterior prior distributions for model selection
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion