Antoniano-Villalobos, Isadora; Villa, Cristiano; Walker, Stephen G. A multidimensional objective prior distribution from a scoring rule. (English) Zbl 07851448 J. Stat. Plann. Inference 231, Article ID 106122, 12 p. (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Battagliese, Diego; Grazian, Clara; Liseo, Brunero; Villa, Cristiano Copula modelling with penalized complexity priors: the bivariate case. (English) Zbl 1520.62044 Test 32, No. 2, 542-565 (2023). MSC: 62H05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Villa, Cristiano; Lee, Jeong Eun A loss-based prior for variable selection in linear regression methods. (English) Zbl 1459.62136 Bayesian Anal. 15, No. 2, 533-558 (2020). MSC: 62J05 62G08 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Villa, Cristiano; Walker, Stephen An objective Bayesian criterion to determine model prior probabilities. (English) Zbl 1419.62053 Scand. J. Stat. 42, No. 4, 947-966 (2015). MSC: 62F15 60E10 × Cite Format Result Cite Review PDF Full Text: DOI Link