An Intrinsic Limiting Procedure for Model Selection and Hypotheses Testing
模型选择与假设检验的内在极限程序
Improper priors typically arise in default Bayesian estimation problems. In the Bayesian approach to model selection or hypothesis testing, the main tool is the Bayes factor. When improper priors for the parameters appearing in the models are used, the Bayes factor is not well defined. The intrinsic Bayes factor introduced by Berger and Pericchi is an interesting method for overcoming that difficulty. That method is of particular interest as a means for generating proper…