A decision-theoretical view of default priors
From MaRDI portal
Publication:618897
DOI10.1007/s11238-009-9174-yzbMath1203.62008OpenAlexW2043436220WikidataQ58228973 ScholiaQ58228973MaRDI QIDQ618897
Eduardo Gutiérrez-Peña, Stephen G. Walker
Publication date: 17 January 2011
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-009-9174-y
parametric modelexpected utilityBayesian inferencereference priorlogarithmic divergenceobjective priorintrinsic loss
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Natural exponential families with quadratic variance functions: Statistical theory
- Natural exponential families with quadratic variance functions
- Differential-geometrical methods in statistics.
- Conjugate priors for exponential families
- Jeffreys' prior is asymptotically least favorable under entropy risk
- Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
- Intrinsic losses
- Accurate Approximations for Posterior Moments and Marginal Densities
- Moments for the canonical parameter of an exponential family under a conjugate distribution
- The Selection of Prior Distributions by Formal Rules
- On sufficient conditions for Bayesian consistency
- Bayesian Hypothesis Testing: A Reference Approach
- A Bayesian Indifference Procedure
- An invariant form for the prior probability in estimation problems