[KSCI] Korea Science Citation Index Service

PARTIAL INTRINSIC BAYES FACTOR

Joo Y. (Division of Biostatistics, University of Florida)
Casella G. (Department of Statistics, University of Florida)

Publication Information

Journal of the Korean Statistical Society / v.35, no.3, 2006 , pp. 261-280 More about this Journal

Abstract

We have developed a new model selection criteria, the partial intrinsic Bayes factor, which is designed for cases when we select a model among a small number of candidate models. For example, we can choose only a few candidate models after exploring scatter plots. By simulation study, we have showed that PIBF performs better than AIC, BIC and GCV.

Keywords

Bayes factor; intrinsic Bayes factor; Bayesian model selection;

Citations & Related Records

Reference

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