Evaluating default priors with a generalization of Eaton's Markov chain
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Publication:405509
DOI10.1214/13-AIHP552zbMath1298.62016arXiv0912.4566MaRDI QIDQ405509
Publication date: 5 September 2014
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.4566
recurrenceDirichlet formadmissibilitysymmetric Markov chainformal Bayes ruleimproper prior distribution
Discrete-time Markov processes on general state spaces (60J05) Admissibility in statistical decision theory (62C15)
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