On the consistency of the objective bayes factor for the integral priors in the one-way random effects model

Shuaimin Kang; Min Wang; Tao Lu

doi:10.1016/j.spl.2015.03.013

On the consistency of the objective bayes factor for the integral priors in the one-way random effects model

Shuaimin Kang, Min Wang, Tao Lu

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

The Bayes factor for the integral priors in the one-way random effects model has recently been developed by Cano etal. (2007). We establish the consistency of this Bayes factor when the number of groups goes to infinity, when the number of observations per group goes to infinity, and when both go to infinity.

Original language	English
Pages (from-to)	17-23
Number of pages	7
Journal	Statistics and Probability Letters
Volume	103
DOIs	https://doi.org/10.1016/j.spl.2015.03.013
State	Published - Aug 1 2015

Keywords

Bayesian inference
Consistency
Hypothesis testing
Integral priors
Model selection
Objective bayes factor

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10.1016/j.spl.2015.03.013

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abstract = "The Bayes factor for the integral priors in the one-way random effects model has recently been developed by Cano etal. (2007). We establish the consistency of this Bayes factor when the number of groups goes to infinity, when the number of observations per group goes to infinity, and when both go to infinity.",

keywords = "Bayesian inference, Consistency, Hypothesis testing, Integral priors, Model selection, Objective bayes factor",

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AU - Kang, Shuaimin

AU - Wang, Min

AU - Lu, Tao

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N2 - The Bayes factor for the integral priors in the one-way random effects model has recently been developed by Cano etal. (2007). We establish the consistency of this Bayes factor when the number of groups goes to infinity, when the number of observations per group goes to infinity, and when both go to infinity.

AB - The Bayes factor for the integral priors in the one-way random effects model has recently been developed by Cano etal. (2007). We establish the consistency of this Bayes factor when the number of groups goes to infinity, when the number of observations per group goes to infinity, and when both go to infinity.

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KW - Consistency

KW - Hypothesis testing

KW - Integral priors

KW - Model selection

KW - Objective bayes factor

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

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On the consistency of the objective bayes factor for the integral priors in the one-way random effects model

Abstract

Keywords

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