On probabilistic parametric inference

DOI10.1016/J.JSPI.2012.05.009zbMATH Open1348.62012arXiv0804.1905OpenAlexW2963629550MaRDI QIDQ451197FDOQ451197

Authors: Tomaž Podobnik, Tomi Živko 

Publication date: 21 September 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: An objective operational theory of probabilistic parametric inference is formulated without invoking the so-called non-informative prior probability distributions.

Full work available at URL: https://arxiv.org/abs/0804.1905

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zbMATH Keywords

Kalman filterprior probability distributionconsistency factorcredible regioninvariant modelinverse probability distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes and prediction (62M20) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited In (5)

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Uses Software

• BayesDA

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