Reference Bayesian inference in nonregular models.

DOI10.1016/S0304-4076(02)00204-XzbMath1038.62029MaRDI QIDQ1869859

Samita Sareen

Publication date: 28 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

sealed-bid auctionJob-searchlow-pricenonregular reference priors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

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Consistency of the posterior distribution and MLE for piecewise linear regression ⋮ Empirical relevance of ambiguity in first-price auctions ⋮ Bayesian estimation approaches to first-price auctions ⋮ A generalization of Jeffreys' rule for non regular models ⋮ Bayesian analysis of the amended Davidson model for paired comparison using noninformative and informative priors

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