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Intrinsic credible regions: An objective Bayesian approach to interval estimation
Bernardo, José - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 2, pp. 317-384
Persistent link: https://www.econbiz.de/10005759596
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Noninformative Priors for Multivariate Linear Calibration
Yin, Ming - In: Journal of Multivariate Analysis 73 (2000) 2, pp. 221-240
This paper derives a class of first order probability matching priors and a complete catalog of the reference priors for the general multivariate linear calibration problem. In an important special case, a complete characterization of first order probability matching priors is given, and a...
Persistent link: https://www.econbiz.de/10005152877
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A new approach to construction of objective priors: Hellinger information
Shemyakin, Arkady - In: Applied Econometrics 28 (2012) 4, pp. 124-137
Non-informative priors play crucial role in objective Bayesian analysis. Most popular ways of construction of non-informative … construction of non-informative priors is suggested based on the concept of Hellinger information related to Hellinger distance … in non-regular situations, when Fisher information does not exist. Non-informative priors based on Hellinger information …
Persistent link: https://www.econbiz.de/10010841016