Gutiérrez-Peña, Eduardo; Rueda, Raúl; … - In: Computational Statistics & Data Analysis 53 (2009) 12, pp. 4255-4265
In this paper we propose objective Bayes procedures for model selection. To this end, we follow Gutiérrez-Peña and Walker [Gutiérrez-Peña, E., Walker, S.G., 2005. Statistical decision problems and Bayesian nonparametric methods. International Statistical Review 73, 309-330], who view...