113 citations · 242 across the 6 of their papers we have counts for
3 papers · 1 filter
Consistency of Bayes factors for linear models
Elías Moreno, J. J. Serrano-Pérez, F. Torres-Ruiz
The quality of a Bayes factor crucially depends on the number of regressors, the sample size and the prior on the regression parameters, and hence it has to be established in a cas…
Consistency of objective Bayes factors as the model dimension grows
Elías Moreno, F. Javier Girón, George Casella
In the class of normal regression models with a finite number of regressors, and for a wide class of prior distributions, a Bayesian model selection procedure based on the Bayes fa…
Consistency of Bayesian procedures for variable selection
George Casella, F. Javier Girón, M. Lina Martínez +1
It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces a consistent model selector (in the frequentist sense). Here…