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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


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



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.



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