scientific article; zbMATH DE number 4188966

MaRDI QIDQ5753357zbMATH OpenFDO

Authors Michel Mouchart, Jean-Marie Rolin, Jean-Pierre Florens

Publication date 1990

zbMATH Keywords

absence of prior informationalmost sure convergence to the posterior expectationelimination of nuisance parametersformalization of non-informativitymarginalizationmaximal invariancemutual sufficiencynoninformation priorprior distributionprior ignorance

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05) Bayesian problems; characterization of Bayes procedures (62C10)

Recommendations

• Strong invariance under a Bayesian point of view.
• scientific article; zbMATH DE number 872117
• On the invariance of noninformative priors
• Noninformative priors for one parameter of many
• Non-informative invariant priors yield peculiar marginals

Cited in

(9)

• Decomposition and Bayesian analysis of invariant normal linear models
• Invariance properties of density ratio priors
• A comment on normalization in point estimation
• A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
• On the equivalence of invariance and almost-invariance from a Bayesian point of view
• Bayes factors and marginal distributions in invariant situations
• Why Beta Priors: Invariance-Based Explanation
• An invariant form for the prior probability in estimation problems
• A skew Gaussian decomposable graphical model

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5753357)