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

zbMATH Keywords

reference priorexpected Kullback-Leibler divergenceLindley's measure of information

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
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• scientific article; zbMATH DE number 524352 (Why is no real title available?)
• scientific article; zbMATH DE number 1046393 (Why is no real title available?)
• scientific article; zbMATH DE number 218440 (Why is no real title available?)
• A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
• Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
• Estimating a Product of Means: Bayesian Analysis with Reference Priors
• Estimation of a covariance matrix using the reference prior
• Goodness of prediction fit
• Higher order asymptotics.
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Maximum likelihood estimation in a class of nonregular cases
• Noninformative priors for inferences in exponential regression models
• On a Measure of the Information Provided by an Experiment
• Ordered group reference priors with application to the multinomial problem
• Reference Prior Bayesian Analysis for Normal Mean Products

Cited in

(21)

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

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