Pages that link to "Item:Q5843783"
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The following pages link to An invariant form for the prior probability in estimation problems (Q5843783):
Displaying 50 items.
- Bayesian approach to discriminant problems for count data with application to multilocus short tandem repeat dataset (Q830629) (← links)
- Bounds for \(f\)-divergences under likelihood ratio constraints. (Q851578) (← links)
- A construction of a nonparametric quantum information manifold (Q852603) (← links)
- Image classification based on Markov random field models with Jeffreys divergence (Q855911) (← links)
- Probabilistic combination of classification rules and its application to medical diagnosis (Q890315) (← links)
- Inference in two-piece location-scale models with Jeffreys priors (Q899001) (← links)
- Dealing with monotone likelihood in a model for speckled data (Q901509) (← links)
- Comment: ``Harold Jeffreys's \textit{Theory of probability} revisited'' (Q903268) (← links)
- Modeling the next generation sequencing read count data for DNA copy number variant study (Q906234) (← links)
- Dual connections in nonparametric classical information geometry (Q907022) (← links)
- Direct approach to quantum extensions of Fisher information (Q934350) (← links)
- Learning decision trees with taxonomy of propositionalized attributes (Q955830) (← links)
- Efficient Monte Carlo computation of Fisher information matrix using prior information (Q962252) (← links)
- Practical robust estimators for the imprecise Dirichlet model (Q962849) (← links)
- Bias correction in logistic regression with missing categorical covariates (Q974495) (← links)
- On the geometry of generalized Gaussian distributions (Q1002358) (← links)
- The formal definition of reference priors (Q1020984) (← links)
- Bayesian multiple comparisons of simply ordered means using priors with a point mass (Q1023884) (← links)
- Exponential progressive step-stress life-testing with link function based on Box-Cox transfor\-mation (Q1031747) (← links)
- Asymptotic bootstrap corrections of AIC for linear regression models (Q1048800) (← links)
- Measures of distance between probability distributions (Q1118898) (← links)
- The geometrical structure of the parameter space of the two-dimensional normal distribution (Q1144292) (← links)
- Efficient feature-subset selection with probabilistic distance criteria (Q1148125) (← links)
- On the fallacy of the likelihood principle (Q1173344) (← links)
- Explicativity, corroboration, and the relative odds of hypotheses. With comments by William L. Harper and John R. Wettersten (Q1218235) (← links)
- The maximum likelihood prior (Q1307089) (← links)
- On obtaining invariant prior distributions (Q1314489) (← links)
- Generalized divergence measures and the probability of error (Q1338635) (← links)
- Default Bayes factors for generalized linear models. (Q1577330) (← links)
- Bayesian conjugate analysis of the Galton-Watson process (Q1580816) (← links)
- Strong matching of frequentist and Bayesian parametric inference (Q1600726) (← links)
- Comparing two integral means for absolutely continuous mappings whose derivatives are in \(L_\infty[a,b]\) and applications (Q1609177) (← links)
- Fine-tuning in the context of Bayesian theory testing (Q1616153) (← links)
- Generalizations of Crooks and Lin's results on Jeffreys-Csiszár and Jensen-Csiszár \(f\)-divergences (Q1620019) (← links)
- A generalization of HH \(f\)-divergence (Q1643845) (← links)
- Comparison of the frequentist MATA confidence interval with Bayesian model-averaged confidence intervals (Q1657884) (← links)
- Open problems in universal induction \& intelligence (Q1662486) (← links)
- Generalized orthogonal components regression for high dimensional generalized linear models (Q1663286) (← links)
- Bayesian model selection for nonlinear aeroelastic systems using wind-tunnel data (Q1668780) (← links)
- On model selection, Bayesian networks, and the Fisher information integral (Q1670496) (← links)
- A tutorial on Fisher information (Q1680996) (← links)
- Statistical inference of exponentiated moment exponential distribution based on lower record values (Q1690611) (← links)
- Combining independent Bayesian posteriors into a confidence distribution, with application to estimating climate sensitivity (Q1698996) (← links)
- Conditional fiducial models (Q1699002) (← links)
- Model distances for vine copulas in high dimensions (Q1702012) (← links)
- Gaussian processes for history-matching: application to an unconventional gas reservoir (Q1702365) (← links)
- Bayesian approach to Hurst exponent estimation (Q1707059) (← links)
- Default priors for the intercept parameter in logistic regressions (Q1727911) (← links)
- Optimal estimation of a large-dimensional covariance matrix under Stein's loss (Q1750102) (← links)
- Bounds for Jeffreys-Tsallis and Jensen-Shannon-Tsallis divergences (Q1783067) (← links)
