Bayes factor for non-dominated statistical models

This paper deals with the definition of the Bayes factor (BF) for non-dominated statistical models, where the ordinary likelihood function is not defined. A general definition of BF is proposed, which also covers dominated models; its main properties are examined and its practical use discussed through some simple examples, aimed at illustrating the behaviour of the BF in non-standard problems.

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Year of publication:	2001
Authors:	Macci, Claudio ; Polettini, Silvia
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 53.2001, 1, p. 79-89
Publisher:	Elsevier
Keywords:	Bayes factor Bayesian hypothesis testing Non-domination

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319191