Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129717 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
We consider homogeneous scoring rules for selecting between Bayesian models for discrete data with possibly improper priors. Simulations indicate that, applied prequentially, the method will consistently select the true model.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A. Philip Dawid, Monica Musio, Silvia Columbu,