An objective Bayes factor with improper priors
type: Item
instance of: scholarly article
title: An objective Bayes factor with improper priors
author: Cristiano Villa
author: Stephen G. Walker
published in: Computational Statistics and Data Analysis
publication date: 2022-02-18T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7476376
zbMATH Keywords: Bayes factor
zbMATH Keywords: Fisher distance
zbMATH Keywords: fractional Bayes factor
zbMATH Keywords: intrinsic Bayes factor
zbMATH Keywords: objective Bayes
MaRDI profile type: Publication
full work available at URL: j.csda.2021.107404
OpenAlex ID: W3216838998
cites work: Default Bayes Factors for Nonnested Hypothesis Testing
cites work: The Intrinsic Bayes Factor for Model Selection and Prediction
cites work: Q3865268
cites work: Prior distributions for objective Bayesian analysis
cites work: Bayesian model selection based on proper scoring rules
cites work: Q5726065
cites work: On Information and Sufficiency
cites work: Q4322324
cites work: Properties of intrinsic and fractional Bayes factors
cites work: A uniform asymptotic expansion for the incomplete gamma function
cites work: Q3968299
cites work: Score functions, generalized relative Fisher information and applications
cites work: Bayesian information in an experiment and the Fisher information distance
cites work: Q3802438
DOI: 10.1016/J.CSDA.2021.107404
Recommended article: Unbiased Bayes estimates and improper priors
Recommended article: Objective priors in the empirical Bayes framework
Recommended article: Improper priors and improper posteriors
Recommended article: On priors and Bayes factors
Recommended article: An Objective Bayesian Criterion to Determine Model Prior Probabilities
Recommended article: On the Sensitivity of Bayes Factors to the Prior Distributions
Recommended article: Prior distributions for objective Bayesian analysis
description: scientific article; zbMATH DE number 7476376