Invariance of the reference prior under reparametrization

DOI10.1007/BF02563104MaRDI QIDQ1906308zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 October 1996

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02563104

zbMATH Keywords

reference priorJeffreys priortransformationFisher informationreparametrization invariance

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01)

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• Contraste de modelos probabilisticos desde una perspectiva bayesiana
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Estimation of a covariance matrix using the reference prior
• Inferencia bayesiana sobre el coeficiente de correlacion de una poblacion normal bivariante
• Invariant Prior Distributions
• Noninformative priors for inferences in exponential regression models
• On a Measure of the Information Provided by an Experiment
• On a famous problem of induction
• Ordered group reference priors with application to the multinomial problem
• Prior Probabilities
• Prior probability and uncertainty
• Reference Prior Bayesian Analysis for Normal Mean Products
• Reference Priors When the Stopping Rule Depends on the Parameter of Interest
• Una solucion bayesiana a la Paradoja de Stein

Cited in

(11)

• Objective Bayesian inference for bilateral data
• Bayesian estimators of the intraclass correlation coefficient in the one-way random effects model
• Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior
• Reference priors for the general location-scale model
• Reference priors for exponential families
• Parametrizations and reference priors for multinomial decomposable graphical models
• Reference priors for exponential families with simple quadratic variance function
• Invariance of posterior distributions under reparametrization
• On the invariance of noninformative priors
• Enriched conjugate and reference priors for the Wishart family on symmetric cones
• Bayesian reference analysis for Gaussian Markov random fields

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