Posterior propriety and admissibiity of hyperpriors in normal hierarchical models

DOI10.1214/009053605000000075zbMath1068.62005arXivmath/0505605MaRDI 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 Carlo; covariance matrix; quadratic loss; objective priors; frequentist risk; posterior impropriety

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62F15: Bayesian inference

62C15: Admissibility in statistical decision theory

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