On perturbations of strongly admissible prior distributions

DOI10.1016/J.ANIHPB.2006.09.006zbMath1118.62009OpenAlexW2127101583MaRDI QIDQ2381573

Galin L. Jones, James P. Hobert, Morris L. Eaton

Publication date: 18 September 2007

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2007__43_5_633_0

zbMATH Keywords

estimationrecurrenceDirichlet formirreducibilitysymmetric Markov chainrestricted parameter spaceformal Bayes ruleimproper prior distributionformal posterior distribution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27) Admissibility in statistical decision theory (62C15)

Related Items (3)

Evaluating default priors with a generalization of Eaton's Markov chain ⋮ When is Eaton's Markov chain irreducible? ⋮ Evaluation of formal posterior distributions via Markov chain arguments

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