Hidden Dangers of Specifying Noninformative Priors
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Publication:5876894
DOI10.1080/00031305.2012.695938OpenAlexW2085259108MaRDI QIDQ5876894FDOQ5876894
John W. jun. Seaman, Author name not available (Why is that?), James D. Stamey
Publication date: 2 February 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00031305.2012.695938
Cites Work
- Measurement Error in Nonlinear Models
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Cited In (10)
- Data cloning: maximum likelihood estimation of DSGE models
- Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
- Comment: Bayesian Statistics in the Twenty First Century
- How principled and practical are penalised complexity priors?
- Prior Elicitation: Interactive Spreadsheet Graphics With Sliders Can Be Fun, and Informative
- Model-based geostatistics from a Bayesian perspective: investigating area-to-point Kriging with small data sets
- Non-informative invariant priors yield peculiar marginals
- Characterizing Dirichlet Priors
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