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On intrinsic priors for nonnested models

Author

Listed:
  • Juan Cano
  • Mathieu Kessler
  • Elías Moreno

Abstract

No abstract is available for this item.

Suggested Citation

  • Juan Cano & Mathieu Kessler & Elías Moreno, 2004. "On intrinsic priors for nonnested models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 445-463, December.
    • Handle: RePEc:spr:testjl:v:13:y:2004:i:2:p:445-463
    DOI: 10.1007/BF02595781
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    Citations

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    Cited by:

    1. J. A. Cano & M. Iniesta & D. Salmerón, 2018. "Integral priors for Bayesian model selection: how they operate from simple to complex cases," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(4), pages 968-987, December.
    2. Valen E. Johnson & David Rossell, 2010. "On the use of non‐local prior densities in Bayesian hypothesis tests," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(2), pages 143-170, March.
    3. J. A. Cano & C. Carazo & D. Salmerón, 2018. "Objective Bayesian model selection approach to the two way analysis of variance," Computational Statistics, Springer, vol. 33(1), pages 235-248, March.
    4. J. Cano & D. Salmerón & C. Robert, 2008. "Integral equation solutions as prior distributions for Bayesian model selection," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 493-504, November.

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