Asymptotically informative prior for Bayesian analysis

DOI10.1080/03610926.2012.694549MaRDI QIDQ2921858zbMATH OpenOpenAlexFDO

Authors Ao Yuan, Jan G. De Gooijer

Publication date 14 October 2014

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL http://papers.tinbergen.nl/11130.pdf

zbMATH Keywords

asymptotic efficiencyasymptotically informative priorBayes estimatorinformation boundmaximum likelihood estimator

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15)

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Cites work

• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables
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• Miscellanea. Second-order probability matching priors
• Some contributions to the asymptotic theory of Bayes solutions

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