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Bayesian transformation family selection: Moving toward a transformed Gaussian universe
Authors:Efstratia Charitidou  Dimitris Fouskakis  Ioannis Ntzoufras
Institution:1. Department of Mathematics, National Technical University of Athens, Zografou Campus, Athens 15780, Greece;2. Department of Statistics, Athens University of Economics and Business, 76 Patision Street, Athens 10434, Greece
Abstract:
Keywords:Bayesian model selection  Posterior model probabilities  power‐prior  prior compatibility  transformation family selection  unit‐information prior  MSC 2010: Primary 62F15  secondary 62C10  62F03
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