On the property of posteriors for dispersion models

DOI10.1016/S0378-3758(98)00216-XzbMath1057.62506OpenAlexW2077711635MaRDI QIDQ1300934

Cynthia Wilson Garvan, Malay Ghosh

Publication date: 11 November 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00216-x

zbMATH Keywords

SimulationsPowerStudent's tSecond orderExponentialDispersion modelsFirst orderFisher-von MisesJeffreys' priorsNoninformative priorsProbability matchingProprietyReference priors

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Bayesian inference (62F15)

Related Items

Posterior propriety for hierarchical models with log-likelihoods that have norm bounds

Cites Work

• Some Remarks on Noninformative Priors
• Elimination of nuisance parameters with reference priors
• Noninformative priors for one parameter of many
• Frequentist validity of posterior quantiles for a two-parameter exponential family
• Bayesian Results for the Inverse Gaussian Distribution with an Application
• Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
• Miscellanea. Noninformative priors for dispersion models
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• On Priors Providing Frequentist Validity for Bayesian Inference
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