Reference priors for the general location-scale model

DOI10.1016/S0167-7152(98)00276-4zbMath1054.62527OpenAlexW2581113753MaRDI QIDQ1962233

Mark F. J. Steel, Carmen Fernández

Publication date: 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00276-4

zbMATH Keywords

Jeffreys' priorMultivariate regression modelPosterior existenceScale mixture of Normals

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (8)

Selection of error probability laws by generalized modified profile likelihood ⋮ Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data ⋮ Inference for grouped data with a truncated skew-Laplace distribution ⋮ Bayesian model selection: application to the adjustment of fundamental physical constants ⋮ Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter ⋮ Objective Bayesian inference for a generalized marginal random effects model ⋮ Bayesian accelerated life testing under competing log-location-scale family of causes of failure ⋮ Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging

Cites Work

• Invariance of the reference prior under reparametrization
• On the invariance of noninformative priors
• Implications of Reference Priors for Prior Information and for Sample Size
• Modeling and Inference with v-Spherical Distributions
• Some Remarks on Noninformative Priors
• An Example of Wide Discrepancy Between Fiducial and Confidence Intervals
• Noninformative priors for one parameter of many
• On priors providing frequentist validity of Bayesian inference for multiple parametric functions
• On Bayesian Modeling of Fat Tails and Skewness
• Reference priors with partial information
• On the Elimination of Nuisance Parameters
• Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
• Noninformative Priors and Nuisance Parameters
• The Selection of Prior Distributions by Formal Rules
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