Intrinsic priors for model comparison in multivariate normal regression

DOI10.1007/S13398-011-0033-7zbMath1318.62092OpenAlexW2032523135MaRDI QIDQ692313

M. C. Fu

Publication date: 5 December 2012

Published in: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13398-011-0033-7

zbMATH Keywords

Bayes factorintrinsic priorsmodel comparisonmultivariate normal regression modelsobjective Bayes procedures

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (5)

Prior distributions for objective Bayesian analysis ⋮ Bayes factor consistency for nested linear models with a growing number of parameters ⋮ A consistent on‐line Bayesian procedure for detecting change points ⋮ Bayes Factor Consistency for One-way Random Effects Model ⋮ Bayes factor consistency for unbalanced ANOVA models

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