Miscellanea. Probability matching priors for non-regular cases

DOI10.1093/biomet/86.4.956zbMath0949.62019OpenAlexW2008836560MaRDI QIDQ4937285

Subhashis Ghosal

Publication date: 20 November 2000

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/86.4.956

zbMATH Keywords

asymptotic expansionsposterior distributionsreference priornon-informative priorcredible intervalprobability matchingmultiparameter casesnon-regular cases

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (9)

Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter ⋮ Diagnostics of prior-data agreement in applied Bayesian analysis ⋮ Moment matching priors ⋮ Objective priors: an introduction for frequentists ⋮ Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh ⋮ Predictive probability matching priors for a certain non-regular model ⋮ A matching prior for extreme quantile estimation of the generalized Pareto distribution ⋮ A generalization of Jeffreys' rule for non regular models ⋮ Moment matching priors for non-regular models

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