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Properties of intrinsic and fractional Bayes factors

Author

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  • A. O’Hagan

Abstract

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Suggested Citation

  • A. O’Hagan, 1997. "Properties of intrinsic and fractional Bayes factors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 101-118, June.
    • Handle: RePEc:spr:testjl:v:6:y:1997:i:1:p:101-118
    DOI: 10.1007/BF02564428
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    Citations

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    Cited by:

    1. Fulvio Santis, 2007. "Alternative Bayes factors: Sample size determination and discriminatory power assessment," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(3), pages 504-522, December.
    2. Warne, Anders, 2006. "Bayesian inference in cointegrated VAR models: with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank.
    3. Mulder, Joris, 2014. "Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 448-463.
    4. Caterina Conigliani, 2008. "A bayesian model averaging approach with non-informative priors for cost-effectiveness analyses in health economics," Departmental Working Papers of Economics - University 'Roma Tre' 0094, Department of Economics - University Roma Tre.
    5. Elías Moreno, 2005. "Objective Bayesian methods for one-sided testing," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 181-198, June.
    6. S. Sivaganesan & Rama Lingham, 2002. "On the Asymptotic Stability of the Intrinsic and Fractional Bayes Factors for Testing Some Diffusion Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 500-516, September.
    7. Maria Barbieri & Caterina Conigliani, 1998. "Bayesian analysis of autoregressive time series with change points," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 7(3), pages 243-255, December.

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