Reference priors in multiparameter nonregular cases

DOI10.1007/BF02564432zbMath0905.62023OpenAlexW2035875171MaRDI QIDQ1367093

Subhashis Ghosal

Publication date: 9 February 1999

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02564432

zbMATH Keywords

reference priorexpected Kullback-Leibler divergenceLindley's measure of information

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter ⋮ Reference optimality criterion for planning accelerated life testing ⋮ Alpha-parallel priors on a one-sided truncated exponential family ⋮ A general divergence criterion for prior selection ⋮ Objective priors: an introduction for frequentists ⋮ Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh ⋮ Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior ⋮ Reference priors for non-normal two-sample problems ⋮ Objective Bayesian analysis for a truncated model ⋮ Predictive probability matching priors for a certain non-regular model ⋮ The formal definition of reference priors ⋮ Moment matching priors for non-regular models ⋮ Reference Bayesian inference in nonregular models.

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