Analytical derivation of the reference prior by sequential maximization of Shannon's mutual information in the multi-group parameter case
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Publication:389302
DOI10.1016/J.JSPI.2013.11.003zbMath1432.62051OpenAlexW2002981958MaRDI QIDQ389302
Publication date: 20 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.11.003
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Cites Work
- The formal definition of reference priors
- Jeffreys' prior is asymptotically least favorable under entropy risk
- Partial information reference priors: Derivation and interpretations
- On the invariance of noninformative priors
- Reference priors with partial information
- Ordered group reference priors with application to the multinomial problem
- The Selection of Prior Distributions by Formal Rules
- Estimating a Product of Means: Bayesian Analysis with Reference Priors
- Unnamed Item
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