Invariance of the reference prior under reparametrization

DOI10.1007/BF02563104zbMath0852.62003OpenAlexW2103680445MaRDI QIDQ1906308

Yanyan Li

Publication date: 22 October 1996

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02563104

zbMATH Keywords

Fisher informationtransformationreference priorJeffreys priorreparametrization invariance

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

Related Items

Objective Bayesian inference for bilateral data ⋮ Bayesian reference analysis for Gaussian Markov random fields ⋮ Bayesian estimators of the intraclass correlation coefficient in the one-way random effects model ⋮ Reference priors for exponential families with simple quadratic variance function ⋮ Reference priors for the general location-scale model ⋮ Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior ⋮ Enriched conjugate and reference priors for the Wishart family on symmetric cones ⋮ Parametrizations and reference priors for multinomial decomposable graphical models ⋮ Reference priors for exponential families

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