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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. 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.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    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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