Posterior propriety and admissibiity of hyperpriors in normal hierarchical models

DOI10.1214/009053605000000075zbMath1068.62005arXivmath/0505605OpenAlexW2022846662MaRDI QIDQ2388351

Dejun Tang, William E. Strawderman, James O. Berger

Publication date: 12 September 2005

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

Full work available at URL: https://arxiv.org/abs/math/0505605

zbMATH Keywords

Markov chain Monte Carlocovariance matrixquadratic lossobjective priorsfrequentist riskposterior impropriety

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Admissibility in statistical decision theory (62C15)

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