Reference priors for exponential families with increasing dimension

DOI10.1214/10-EJS569zbMath1329.62120WikidataQ57441282 ScholiaQ57441282MaRDI QIDQ1952080

Subhashis Ghosal, Bertrand S. Clarke

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1282053980

zbMATH Keywords

mutual information; exponential family; objective prior; increasing dimension; posterior normality

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

Related Items

Bernstein-von Mises theorems for functionals of the covariance matrix, Nonparametric Bernstein-von Mises theorems in Gaussian white noise, Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors, On divergence measures leading to Jeffreys and other reference priors, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Quasi-Bayesian analysis of nonparametric instrumental variables models

Uses Software

• BayesDA

Cites Work

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