Reference priors in multiparameter nonregular cases

DOI10.1007/BF02564432zbMath0905.62023MaRDI QIDQ1367093

Subhashis Ghosal

Publication date: 9 February 1999

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

reference prior; expected Kullback-Leibler divergence; Lindley's measure of information

Mathematics Subject Classification ID

62F15: Bayesian inference

Related Items

Objective priors: an introduction for frequentists, Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh, The formal definition of reference priors, Reference Bayesian inference in nonregular models., Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior, Reference priors for non-normal two-sample problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Estimation of a covariance matrix using the reference prior
• Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
• On a Measure of the Information Provided by an Experiment
• Maximum likelihood estimation in a class of nonregular cases
• Noninformative priors for inferences in exponential regression models
• Ordered group reference priors with application to the multinomial problem
• Goodness of prediction fit
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Reference Prior Bayesian Analysis for Normal Mean Products