On obtaining invariant prior distributions

DOI10.1016/0378-3758(93)90086-LzbMath0798.62008OpenAlexW2033696623MaRDI QIDQ1314489

Edward I. George, Robert E. McCulloch

Publication date: 10 November 1994

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

Full work available at URL: https://doi.org/10.1016/0378-3758(93)90086-l

zbMATH Keywords

Haar measureKullback-Leibler divergenceJeffreys priordivergence measuresparametrization invariancedistributional discrepancy measuresinvariant priorssample space invariance

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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