Reference priors for the orbit in a group model

DOI10.1214/AOS/1176347868zbMATH Open0725.62003OpenAlexW2004287140MaRDI QIDQ2277692FDOQ2277692

Authors: David Eaves, Ted Chang 

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347868

Recommendations

• Dense orbits of the Bayesian updating group action
• Ordered group reference priors with application to the multinomial problem
• Noninformative priors for maximal invariant parameter in group models
• Reference priors in multiparameter nonregular cases
• Reference priors for exponential families

zbMATH Keywords

Fisher information matrixmaximal invariantnoninformative priorsdifferential manifoldgroup modelsmultivariate normal populationJeffrey's priorBernardo's minimal informative priorright Haar measure

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (8)

• Reference priors via \(\alpha \)-divergence for a certain non-regular model in the presence of a nuisance parameter
• Calibration of computer models with multivariate output
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Noninformative priors for maximal invariant parameter in group models
• Priors for ordered conditional variance and vector partial correlation
• Composite transformation models: A fiducial perspective
• Bayesian emulation of complex multi-output and dynamic computer models

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