Reference priors via -divergence for a certain non-regular model in the presence of a nuisance parameter

DOI10.1016/J.JSPI.2020.11.007zbMATH Open1465.62057OpenAlexW3112139127MaRDI QIDQ830719FDOQ830719

Authors: Shintaro Hashimoto 

Publication date: 7 May 2021

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2020.11.007

Recommendations

• Reference priors in multiparameter nonregular cases
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zbMATH Keywords

Bayesian inferencelocation-scale modelreference priorsnon-regular\( \alpha \)-divergence

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Reliability and life testing (62N05)

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Cited In (5)

• On divergence measures leading to Jeffreys and other reference priors
• Reference Bayesian inference in nonregular models.
• Predictive probability matching priors for a certain non-regular model
• Hellinger distance and non-informative priors
• <tex>$alpha$</tex>-Parallel Prior and its Properties

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