A matching prior for the shape parameter of the exponential power distribution

DOI10.1016/J.SPL.2014.11.016MaRDI QIDQ2343644zbMATH OpenOpenAlexWikidataFDO

Authors Min Wang, Tao Lü

Publication date 6 May 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2014.11.016

zbMATH Keywords

exponential power distributionfirst-orderquantilesreference priorregression modelssecond-order

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• A matching prior for the shape parameter of the skew-normal distribution
• Frequentist validity of posterior quantiles for a two-parameter exponential family
• Noninformative priors for common shape parameter in the Pareto distributions
• Posterior properties under matching priors for generalized gamma distribution
• Noninformative priors for the generalized half-normal distribution

Cites work

• A Note on the Probability Difference Between Matching Priors Based on Posterior Quantiles and on Inversion of Conditional Likelihood Ratio Statistics
• Bayesian prediction with approximate frequentist validity.
• Bayesian reference analysis for exponential power regression models
• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3998953 (Why is no real title available?)
• Miscellanea. Second-order probability matching priors
• Noninformative priors for one parameter of many
• Objective Bayesian analysis for exponential power regression models
• On priors providing frequentist validity of Bayesian inference for multiple parametric functions
• Probability matching priors: Higher order asymptotics
• Some new results on probability matching priors
• Some Remarks on Noninformative Priors
• Use of exponential power distributions for mixture models in the presence of covariates

Cited in

(2)

• New insights on the multivariate skew exponential power distribution
• A matching prior for the shape parameter of the skew-normal distribution

This page was built for publication: A matching prior for the shape parameter of the exponential power distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2343644)