On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model

Shuaimin Kang, Min Wang and Tao Lu

Statistics & Probability Letters, 2015, vol. 103, issue C, 17-23

Abstract: The Bayes factor for the integral priors in the one-way random effects model has recently been developed by Cano et al. (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.

Keywords: Bayesian inference; Objective Bayes factor; Consistency; Integral priors; Hypothesis testing; Model selection (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.03.013

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