Bayes factor for non-dominated statistical models

Claudio Macci and Silvia Polettini

Statistics & Probability Letters, 2001, vol. 53, issue 1, 79-89

Abstract: 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.

Keywords: Bayes; factor; Bayesian; hypothesis; testing; Non-domination (search for similar items in EconPapers)
Date: 2001
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