Reference priors for prediction

DOI10.1016/S0378-3758(97)00163-8zbMath0944.62007MaRDI QIDQ1299366

Hisataka Kuboki

Publication date: 23 August 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

invariancerelative entropyFisher informationdensity estimationJeffreys priornoninformative priorBayesian predictioninformation gainBernardo reference priorcumulative Bayes risk

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10)

Related Items

Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter, A class of shrinkage priors for the dependence structure in longitudinal data, The role of beliefs in inference for rational expectations models, Nonsubjective priors via predictive relative entropy regret, Bayesian predictive densities based on latent information priors, Bayesian prediction with approximate frequentist validity.

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