Evaluation of formal posterior distributions via Markov chain arguments

DOI10.1214/07-AOS542zbMath1274.62078arXivmath/0701938OpenAlexW2098039915MaRDI QIDQ955148

James P. Hobert, Morris L. Eaton, Wen-Lin Lai, Galin L. Jones

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701938

zbMATH Keywords

recurrenceadmissibilitysuperharmonic functionmultivariate normal distributionimproper prior distributionformal Bayes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Admissibility in statistical decision theory (62C15)

Related Items

Evaluating default priors with a generalization of Eaton's Markov chain, Admissible predictive density estimation

Cites Work

• Markov chains and stochastic stability
• Criteria for the recurrence or transience of stochastic process. I
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• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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