Objective Bayesian point and region estimation in location-scale models

zbMATH Open1274.62195MaRDI QIDQ3645262FDOQ3645262

Authors: Jose M. Bernardo 

Publication date: 16 November 2009

Full work available at URL: https://eudml.org/doc/41934

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zbMATH Keywords

confidence intervalsdecision theorynoninformative priorreference analysispoint estimationintrinsic discrepancyintrinsic losslocation-scale modelsregion estimationcredible regions

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10)

Cited In (2)

• Estimation of the Pareto and related distributions – A reference-intrinsic approach
• Intrinsic covariance matrix estimation for multivariate elliptical distributions

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