Objective priors for the bivariate normal model

DOI10.1214/07-AOS501zbMath1133.62014arXiv0804.0987OpenAlexW2032753446MaRDI QIDQ2426630

Dongchu Sun, James O. Berger

Publication date: 23 April 2008

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

Full work available at URL: https://arxiv.org/abs/0804.0987

zbMATH Keywords

Jeffreys priorsrejection samplingmarginalization paradoxmatching priorsreference priorsfiducial inferencefrequentist coverageconstructive posterior distributionsright-Haar prior

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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