Approximating the Bayes factor

Erhard Reschenhofer

Statistics & Probability Letters, 1996, vol. 30, issue 3, 241-245

Abstract: Based on a reparametrization of the Gaussian density and a natural prior for the parameters, a Bayesian model selection criterion is derived, which differs from Schwarz' (1978) criterion by a term which does not vanish as the sample size increases.

Keywords: Model; selection; Penalty; term; BIC; Uniform; prior (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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