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20112026
most citedModelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma

2 citations · 2 across the 6 of their papers we have counts for

collaborators

6 papers

math.ST2026

Bounds on Intrinsic Bayes Factors and Least Favorable Intrinsic Priors for General Statistical Hypothesis Testing

Fernando Betancourt, Richard Clare, Luis Pericchi

Hypothesis Testing is the most contentious procedure in statistical Methodology. P values rejects Null Hypotheses far too easily, specially for large samples. On the other hand, Ba…

stat.ME2026

Objective Model Prior Probabilities in Variable Selection

James Berger, Gonzalo García-Donato, Elías Moreno +1

For many years it was routine to use equal model prior probabilities in Bayesian model uncertainty analysis. At least twenty years ago it became clear that this was problematic, le…

stat.ME2026

A Modified Bayesian Criterion for Model Selection in Mixed and Hierarchical Frameworks

Diogenes de Jesus Ramirez, Anderson Melchor Hernandez, Isabel Cristina Ramirez +1

In this work, we propose a modified Bayesian Information Criterion (BIC) specifically designed for mixture models and hierarchical structures. This criterion incorporates the deter…

stat.ME2019

Comparison Between Bayesian and Frequentist Tail Probability Estimates

Nan Shen, Bárbara González, Luis Raúl Pericchi

In this paper, we investigate the reasons that the Bayesian estimator of the tail probability is always higher than the frequentist estimator. Sufficient conditions for this phenom…

stat.ME2017

Converting P-Values in Adaptive Robust Lower Bounds of Posterior Probabilities to increase the reproducible Scientific "Findings"

Luis R. Pericchi, Maria-Eglee Perez

We put forward a novel calibration of p values, the "Adaptive Robust Lower Bound" (ARLB) which maps p values into approximations of posterior probabilities taking into account the…

stat.ME2011★ 2 cited

Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma

Jairo Fuquene, Maria Perez, Luis Pericchi

Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma