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Eliciting vague but proper maximal entropy priors in Bayesian experiments

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  • Nicolas Bousquet

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  • Nicolas Bousquet, 2010. "Eliciting vague but proper maximal entropy priors in Bayesian experiments," Statistical Papers, Springer, vol. 51(3), pages 613-628, September.
    • Handle: RePEc:spr:stpapr:v:51:y:2010:i:3:p:613-628
    DOI: 10.1007/s00362-008-0149-9
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    References listed on IDEAS

    as
    1. Jeremy E. Oakley & Anthony O'Hagan, 2007. "Uncertainty in prior elicitations: a nonparametric approach," Biometrika, Biometrika Trust, vol. 94(2), pages 427-441.
    2. Clarke, Bertrand, 2007. "Information optimality and Bayesian modelling," Journal of Econometrics, Elsevier, vol. 138(2), pages 405-429, June.
    3. Zellner, Arnold, 1996. "Models, prior information, and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 75(1), pages 51-68, November.
    4. Garthwaite, Paul H. & Kadane, Joseph B. & O'Hagan, Anthony, 2005. "Statistical Methods for Eliciting Probability Distributions," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 680-701, June.
    5. repec:dau:papers:123456789/6215 is not listed on IDEAS
    6. Celeux, Gilles & Marin, Jean-Michel & Robert, Christian P., 2006. "Iterated importance sampling in missing data problems," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3386-3404, August.
    7. Zellner, Arnold, 2002. "Information processing and Bayesian analysis," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 41-50, March.
    8. Zellner, Arnold, 1988. "Bayesian analysis in econometrics," Journal of Econometrics, Elsevier, vol. 37(1), pages 27-50, January.
    9. Arnold Zellner, 1997. "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825, December.
    10. Dongchu Sun & James Berger, 1994. "Bayesian sequential reliability for Weibull and related distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 221-249, June.
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