Fernández, Carmen; Steel, Mark F. J. - In: Statistics & Probability Letters 43 (1999) 4, pp. 377-384
The reference prior algorithm [Berger and Bernardo, 1992, Bayesian Statistics 4, Oxford University Press, Oxford, pp. 35-60] is applied to multivariate location-scale models with any regular sampling density, where we establish the irrelevance of the usual assumption of Normal sampling if our...