Reference priors in multiparameter nonregular cases
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DOI: 10.1007/BF02564432
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References listed on IDEAS
- Ghosal Subhashis & Samanta Tapas, 1997. "Expansion Of Bayes Risk For Entropy Loss And Reference Prior In Nonregular Cases," Statistics & Risk Modeling, De Gruyter, vol. 15(2), pages 129-140, February.
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Cited by:
- Sareen, Samita, 2003. "Reference Bayesian inference in nonregular models," Journal of Econometrics, Elsevier, vol. 113(2), pages 265-288, April.
- Malay Ghosh & Victor Mergel & Ruitao Liu, 2011. "A general divergence criterion for prior selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(1), pages 43-58, February.
- Shemyakin, Arkady, 2012. "A new approach to construction of objective priors: Hellinger information," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 124-137.
- Holger Scholl, 1998. "Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffreys' prior," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(1), pages 75-94, June.
- Carmen Fernández & Mark Steel, 1998.
"Reference priors for non-Normal two-sample problems,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(1), pages 179-205, June.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors For Non-Normal Two-Sample Problems," Discussion Paper 1997-104, Tilburg University, Center for Economic Research.
- Fernández, C. & Steel, M.F.J., 1997. "Reference Priors For Non-Normal Two-Sample Problems," Other publications TiSEM 4592f1f6-f6e7-4af0-933f-0, Tilburg University, School of Economics and Management.
- Hashimoto, Shintaro, 2021. "Predictive probability matching priors for a certain non-regular model," Statistics & Probability Letters, Elsevier, vol. 174(C).
- Wang, Haiying & Sun, Dongchu, 2012. "Objective Bayesian analysis for a truncated model," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2125-2135.
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- Shemyakin, Arkady, 2012. "A new approach to construction of objective priors: Hellinger information," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 28(4), pages 124-137.
- Malay Ghosh & Victor Mergel & Ruitao Liu, 2011. "A general divergence criterion for prior selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(1), pages 43-58, February.
- Wang, Haiying & Sun, Dongchu, 2012. "Objective Bayesian analysis for a truncated model," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2125-2135.
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Keywords
Asymptotic expansion; Bayes Risk; Discontinuous Densities; Kullback-Leibler Number; Multidimensional Parameter; Posterior Distribution; Reference Prior;All these keywords.
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