Objective priors in the empirical Bayes framework

DOI10.1111/SJOS.12485MaRDI QIDQ5042668zbMATH OpenOpenAlexFDO

Authors Ilja Klebanov, A. Sikorski, Christof Schütte, Susanna Röblitz

Publication date 25 October 2022

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1612.00064

zbMATH Keywords

informationinvarianceJeffreys priormaximum penalized likelihood estimatornonparametric inferencereference prior

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(5)

• On a class of objective priors from scoring rules (with discussion)
• An objective Bayes factor with improper priors
• Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing
• Discussion of ``Objective priors: An introduction for frequentists by M. Ghosh
• Objective prior distributions for Jolly‐Seber models of zero‐augmented data

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