Integral equation solutions as prior distributions for Bayesian model selection
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DOI: 10.1007/s11749-006-0040-8
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References listed on IDEAS
- Jose M. Perez, 2002. "Expected-posterior prior distributions for model selection," Biometrika, Biometrika Trust, vol. 89(3), pages 491-512, August.
- 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.
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- 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.
- Kang, Shuaimin & Wang, Min & Lu, Tao, 2015. "On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 17-23.
- Diego Salmeron & Juan Antonio Cano & Christian Robert, 2013. "Objective bayesian Hypothesis Testing in Binomial Regression Models with Integral Prior Distributions," Working Papers 2013-44, Center for Research in Economics and Statistics.
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More about this item
Keywords
Bayes factor; Model selection; Integral equations; Intrinsic priors; Expected posterior priors; 62F03; 62F15;All these keywords.
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