Yanagimoto, Takemi; Ohnishi, Toshio - In: Annals of the Institute of Statistical Mathematics 66 (2014) 4, pp. 789-809
Regularity conditions for an improper prior function to be regarded as a virtually proper prior density are proposed, and their implications are discussed. The two regularity conditions require that a prior function is defined as a limit of a sequence of proper prior densities and also that the...