Reference priors in multiparameter nonregular cases

DOI10.1007/BF02564432zbMATH Open0905.62023OpenAlexW2035875171MaRDI QIDQ1367093FDOQ1367093

Authors: Subhashis Ghosal 

Publication date: 9 February 1999

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02564432

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zbMATH Keywords

reference priorexpected Kullback-Leibler divergenceLindley's measure of information

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Maximum likelihood estimation in a class of nonregular cases
• Estimation of a covariance matrix using the reference prior
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
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• Ordered group reference priors with application to the multinomial problem
• Jeffreys' prior is asymptotically least favorable under entropy risk
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• Goodness of prediction fit
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
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• Higher order asymptotics.
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• Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
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• Noninformative priors for inferences in exponential regression models
• Reference Prior Bayesian Analysis for Normal Mean Products

Cited In (20)

• Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter
• Objective priors: an introduction for frequentists
• The formal definition of reference priors
• Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior
• Noninformative priors under special patterns of the Fisher information matrix
• Reference priors for the general location-scale model
• Reference Bayesian inference in nonregular models.
• A general divergence criterion for prior selection
• Reference Priors When the Stopping Rule Depends on the Parameter of Interest
• Predictive probability matching priors for a certain non-regular model
• Reference priors for exponential families
• Objective Bayesian analysis for a truncated model
• Reference priors for the orbit in a group model
• Alpha-parallel priors on a one-sided truncated exponential family
• Moment matching priors for non-regular models
• Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh
• Miscellanea. Probability matching priors for non-regular cases
• Reference priors for non-normal two-sample problems
• Ordered group reference priors with application to the multinomial problem
• Reference optimality criterion for planning accelerated life testing

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