Consonni, Guido; Veronese, Piero; Gutiérrez-Peña, Eduardo - In: Journal of Multivariate Analysis 88 (2004) 2, pp. 335-364
Reference analysis is one of the most successful general methods to derive noninformative prior distributions. In practice, however, reference priors are often difficult to obtain. Recently developed theory for conditionally reducible natural exponential families identifies an attractive...