Reference priors for the general location-scale model

DOI10.1016/S0167-7152(98)00276-4MaRDI QIDQ1962233zbMATH OpenOpenAlexFDO

Authors M. F. J. Steel, Carmen Fernández

Publication date 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00276-4

zbMATH Keywords

Jeffreys' priorMultivariate regression modelPosterior existenceScale mixture of Normals

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01)

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Cites work

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• An Example of Wide Discrepancy Between Fiducial and Confidence Intervals
• Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
• Implications of Reference Priors for Prior Information and for Sample Size
• Invariance of the reference prior under reparametrization
• Modeling and Inference with v-Spherical Distributions
• Noninformative Priors and Nuisance Parameters
• Noninformative priors for one parameter of many
• On Bayesian Modeling of Fat Tails and Skewness
• On priors providing frequentist validity of Bayesian inference for multiple parametric functions
• On the Elimination of Nuisance Parameters
• On the invariance of noninformative priors
• Reference priors with partial information
• Some Remarks on Noninformative Priors
• The Selection of Prior Distributions by Formal Rules

Cited in

(12)

• Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging
• Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
• Inference for log‐location‐scale family of distributions under competing risks with progressive type‐I interval censored data
• On the half-Cauchy prior for a global scale parameter
• Bayesian accelerated life testing under competing log-location-scale family of causes of failure
• Bayesian model selection: application to the adjustment of fundamental physical constants
• Selection of error probability laws by generalized modified profile likelihood
• Objective Bayesian point and region estimation in location-scale models
• Inference for grouped data with a truncated skew-Laplace distribution
• Reference priors for non-normal two-sample problems
• Objective Bayesian inference for a generalized marginal random effects model
• Reference analysis for the \(p\)-dimensional linear calibration problem

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