Information tradeoff

DOI10.1007/BF02563101MaRDI QIDQ1906305zbMATH OpenOpenAlexFDO

Authors Larry Wasserman, Bertrand S. Clarke

Publication date 16 September 1996

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02563101

zbMATH Keywords

nuisance parametersJeffreys priorpenalty termnoninformative priorsasymptotic informationBerger-Bernardo prioroptimal priortradeoff priors

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15)

Recommendations

• Noninformative Priors and Nuisance Parameters
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• Some Remarks on Noninformative Priors

Cites work

• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 410146 (Why is no real title available?)
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• Bayesian inference for a bivariate binomial distribution
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
• Information-theoretic asymptotics of Bayes methods
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Noninformative Priors and Nuisance Parameters
• Noninformative priors for one parameter of many
• On the invariance of noninformative priors
• Ordered group reference priors with application to the multinomial problem

Cited in

(6)

• Tradeoff Relations Between Accessible Information, Informational Power, and Purity
• On the invariance of noninformative priors
• Information Frictions in Trade
• Assessing sensitivity to priors using higher order approximations
• Trade-offs
• scientific article; zbMATH DE number 7204267 (Why is no real title available?)

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