Reference Bayesian inference in nonregular models.

DOI10.1016/S0304-4076(02)00204-XMaRDI QIDQ1869859zbMATH OpenFDO

Authors Samita Sareen

Publication date 28 April 2003

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

sealed-bid auctionJob-searchlow-pricenonregular reference priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• A generalization of Jeffreys' rule for non regular models
• Reference priors in multiparameter nonregular cases
• Noninformative priors for inferences in exponential regression models
• Reference priors via -divergence for a certain non-regular model in the presence of a nuisance parameter
• Miscellanea. Probability matching priors for non-regular cases

Cites work

• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 46578 (Why is no real title available?)
• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 1046393 (Why is no real title available?)
• Asymptotic behaviour of Bayes estimates and posterior distributions in multiparameter nonregular cases
• Comparing competition and collusion: a numerical approach.
• Reference priors in multiparameter nonregular cases
• Stochastic specification in random production models of cost-minimizing firms

Cited in

(8)

• Reference priors via -divergence for a certain non-regular model in the presence of a nuisance parameter
• Empirical relevance of ambiguity in first-price auctions
• Moment matching priors for non-regular models
• Consistency of the posterior distribution and MLE for piecewise linear regression
• Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
• A generalization of Jeffreys' rule for non regular models
• Bayesian analysis of the amended Davidson model for paired comparison using noninformative and informative priors
• Bayesian estimation approaches to first-price auctions

This page was built for publication: Reference Bayesian inference in nonregular models.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1869859)