Reference priors in multiparameter nonregular cases

DOI10.1007/BF02564432zbMath0905.62023MaRDI QIDQ1367093

Subhashis Ghosal

Publication date: 9 February 1999

Published in: Test (Search for Journal in Brave)

zbMATH Keywords

reference prior; expected Kullback-Leibler divergence; Lindley's measure of information

Mathematics Subject Classification ID

62F15: Bayesian inference

Related Items

The formal definition of reference priors, Reference Bayesian inference in nonregular models., Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffrey's prior, Reference priors for non-normal two-sample problems

Cites Work

• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
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