Methods for Default and Robust Bayesian Model Comparison: The Fractional Bayes Factor Approach
本文提出分数贝叶斯因子方法,用于在默认和稳健设定下进行贝叶斯模型比较,适合统计和计量经济学研究者参考。
Fulvio de Santis, Fulvio Spezzaferri, Methods for Default and Robust Bayesian Model Comparison: The Fractional Bayes Factor Approach, International Statistical Review / Revue Internationale de Statistique, Vol. 67, No. 3 (Dec., 1999), pp. 267-286