Asymptotically Informative Prior for Bayesian Analysis

DOI10.1080/03610926.2012.694549zbMath1297.62018OpenAlexW2150743082MaRDI QIDQ2921858

Ao Yuan, Jan G. De Gooijer

Publication date: 14 October 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://papers.tinbergen.nl/11130.pdf

zbMATH Keywords

asymptotic efficiencyinformation boundmaximum likelihood estimatorBayes estimatorasymptotically informative prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

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• Consistency of maximum likelihood and Bayes estimates
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables
• Miscellanea. Second-order probability matching priors
• Some contributions to the asymptotic theory of Bayes solutions
• Bayesians, Frequentists, and Scientists

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