Consonni, Guido; Forster, Jonathan J.; La Rocca, Luca - Dipartimento di Scienze Economiche e Aziendali, … - 2010
We develop a new class of prior distributions for Bayesian comparison of nested models, which we call intrinsic moment priors, by combining the well-established notion of intrinsic prior with the recently introduced idea of non-local priors, and in particular of moment priors. Specifically, we...