Reference priors for exponential families with increasing dimension

DOI10.1214/10-EJS569zbMath1329.62120OpenAlexW2079057854WikidataQ57441282 ScholiaQ57441282MaRDI QIDQ1952080

Subhashis Ghosal, Bertrand S. Clarke

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1282053980

zbMATH Keywords

mutual informationexponential familyobjective priorincreasing dimensionposterior normality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Bernstein-von Mises theorems for functionals of the covariance matrix ⋮ Nonparametric Bernstein-von Mises theorems in Gaussian white noise ⋮ On divergence measures leading to Jeffreys and other reference priors ⋮ High-dimensional Bernstein-von Mises theorem for the Diaconis-Ylvisaker prior ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors ⋮ On frequentist coverage errors of Bayesian credible sets in moderately high dimensions ⋮ Objective Bayesian analysis for the Student-\(t\) linear regression

Uses Software

• BayesDA

Cites Work

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