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Model selection: Full Bayesian approach

✍ Scribed by Carlos Alberto de Bragança Pereira; Julio Michael Stern

Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
108 KB
Volume
12
Category
Article
ISSN
1180-4009

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✦ Synopsis

Abstract

We show how the Full Bayesian Significance Test (FBST) can be used as a model selection criterion. The FBST was presented in Pereira and Stern as a coherent Bayesian significance test. Copyright © 2001 John Wiley & Sons, Ltd.

📜 SIMILAR VOLUMES

Correction to ‘Model selection: Full Bay
Correction to ‘Model selection: Full Bayesian approach’ by C. A. de Bragança Pereira and J. M. Stern
✍ B. M. Golam Kibria 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 24 KB

The equation ðÀx=2Þ 2 d=2 Àðd=2Þ ; with ð f d ðxÞÞ ¼ d; Varðf d ðxÞÞ ¼ 2d; on page 563, should be changed to f d ðxÞ ¼ x ðd=2À1Þ expðÀx=2Þ 2 d=2 Àðd=2Þ ; with EðXÞ ¼ d; VðXÞ ¼ 2d: The term (0; I) in three regression models of Section 6 on page 564 and 566 should be changed to Nð0; 2 IÞ, where Nð0;