A decision-theoretical view of default priors

DOI10.1007/S11238-009-9174-YMaRDI QIDQ618897zbMATH OpenOpenAlexWikidataFDO

Authors E. Gutiérrez-Peña, Stephen G. Walker

Publication date 17 January 2011

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-009-9174-y

zbMATH Keywords

Bayesian inferencereference priorexpected utilitylogarithmic divergenceobjective priorparametric modelintrinsic loss

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

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Cited in

(7)

• Default prior distributions from quasi- and quasi-profile likelihoods
• Evaluating default priors with a generalization of Eaton's Markov chain
• Overall objective priors
• scientific article; zbMATH DE number 2097605 (Why is no real title available?)
• On default priors and approximate location models
• A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates
• A new approach to default priors and robust bayes methodology

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• WinBUGS

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