Compatibility of prior specifications across linear models

Statistical Science

Volumn 23, Issue 3, 2008, Pages 332-353

  Consonni, Guido ^a   Veronese, Piero ^b  

^a UNIVERSITY OF PAVIA   (Italy)

^b BOCCONI UNIVERSITY   (Italy)

Author keywords

Bayes factor; Compatible prior; Conjugate prior; G prior; Hypothesis testing; Kullback Leibler projection; Nested model; Variable selection

Indexed keywords

EID: 59349092705     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/08-STS258     Document Type: Article

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