Consistency of Bayesian procedures for variable selection

Schwarz, G. (1978). Estimating the dimension of a model. <i>Ann. Statist.</i> <b>6</b> 461–464.

Kass, R. E. and Wasserman, L. (1995). A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion. <i>J. Amer. Statist. Assoc.</i> <b>90</b> 928–934.

Lindley, D. V. (1957). A statistical paradox. <i>Biometrika</i> <b>44</b> 187–192.

Shao, J. (1997). An asymptotic theory for linear model selection. <i>Statist. Sinica</i> <b>7</b> 221–264.

Berger, J. O. and Pericchi, L. R. (1996). The intrinsic Bayes factor for model selection and prediction. <i>J. Amer. Statist. Assoc.</i> <b>91</b> 109–122.

Casella, G. and Moreno, E. (2006). Objective Bayesian variable selection. <i>J. Amer. Statist. Assoc.</i> <b>101</b> 157–167.

Moreno, E., Bertolino, F. and Racugno, W. (1998). An intrinsic limiting procedure for model selection and hypothesis testing. <i>J. Amer. Statist. Assoc.</i> <b>93</b> 1451–1460.

Berger, J. O. and Pericchi, L. R. (2004). Training samples in objective Bayesian model selection. <i>Ann. Statist.</i> <b>32</b> 841–869.

Diaconis, P. and Friedman, D. (1986). On the consistency of Bayes estimates (with discussion). <i>Ann. Statist.</i> <b>14</b> 1–67.

Girón, F. J., Martínez, M. L., Moreno, E. and Torres, F. (2006). Objective testing procedures in linear models. Calibration of the p-values. <i>Scandinavian J. Statist.</i> <b>33</b> 765–784.

Little, R. J. (2006). Calibrated Bayes: A Bayes/frequentist roadmap. <i>Amer. Statist.</i> <b>60</b> 213–223.

Moreno, E. and Girón, F. J. (2005). Consistency of Bayes factors for linear models. <i>C. R. Acad. Sci. Paris Ser. I Math.</i> <b>340</b> 911–914.

Moreno, E. and Girón, F. J. (2008). Comparison of Bayesian objective procedures for variable selection in linear regression. <i>Test</i> <b>3</b> 472–492.

Robert, C. P. (1993). A note on Jeffreys–Lindley paradox. <i>Statist. Sinica</i> <b>3</b> 601–608.

Abramowitz, M. and Stegun, I. A. (1972). <i>Handbook of Mathematical Functions</i>. U.S. Government Printing Office, Washington, DC.

Berger, J. O. and Bernardo, J. M. (1992). On the development of the reference prior method. In <i>Bayesian Statistics 4</i> (J. M. Bernardo, J. O. Berger, A. P. David and A. F. M. Smith, eds.) 35–60. Oxford Univ. Press, London.

Dawid, A. P. (1992). Prequential analysis, stochastic complexity and Bayesian inference. In <i>Bayesian Statistics 4</i> (J. M. Bernardo, J. O. Berger, A. P. David and A. F. M. Smith, eds.) 109–125. Oxford Univ. Press, London.

Girón, F. J., Moreno, E. and Casella, G. (2007). Objective Bayesian analysis of multiple changepoints for linear models (with discussion). In <i>Bayesian Statistics 8</i> (J. M. Bernardo, M. J. Bayarri and J. O. Berger, eds.) 227–252. Oxford Univ. Press, London.

Girón, F. J., Moreno, E. and Martínez, M. L. (2006). An objective Bayesian procedure for variable selection in regression. In <i>Advances on Distribution Theory</i>, <i>Order Statistics and Inference</i> (N. Balakrishnan et al., eds.) 393–408. Birkhäuser, Boston.

Jeffreys, H. (1967). <i>Theory of Probability</i>. Oxford Univ. Press, London.

O’Hagan, A. and Forster, J. (2004). <i>Kendall’s Advanced Theory of Statistics</i>: <i>Vol. 2B</i>: <i>Bayesian Inference</i>. Arnold, London.