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 | |
State | Published - Aug 1 2015 |
Keywords
- Bayesian inference
- Consistency
- Hypothesis testing
- Integral priors
- Model selection
- Objective bayes factor