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Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffreys' prior

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  • Holger Scholl

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  • 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.
    • Handle: RePEc:spr:testjl:v:7:y:1998:i:1:p:75-94
    DOI: 10.1007/BF02565103
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    References listed on IDEAS

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    1. S. Ghosal, 1997. "Reference priors in multiparameter nonregular cases," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 159-186, June.
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