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Intrinsic Priors for Objective Bayesian Model Selection

Bayesian Model Comparison

ISBN: 978-1-78441-185-5

ISSN: 0731-9053

Publication date: 19 November 2014

Abstract

In this paper we review the foundations of the intrinsic priors, their general properties, and some of their applications.

Keywords

Citation

Moreno, E. and Pericchi, L.R. (2014), "Intrinsic Priors for Objective Bayesian Model Selection", Bayesian Model Comparison (Advances in Econometrics, Vol. 34), Emerald Group Publishing Limited, Bingley, pp. 279-300. https://doi.org/10.1108/S0731-905320140000034012

Publisher

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Emerald Group Publishing Limited

Copyright © 2014 Emerald Group Publishing Limited