It is well known that Jeffreys' prior is asymptotically least favorable under the entropy risk, i.e. it asymptotically maximizes the mutual information between the sample and the parameter. However, in this paper we show that the prior that minimizes (subject to certain constraints) the mutual...

The analysis of short longitudinal series of circular data may be problematic and to some extent has not been completely developed. In this paper we present a Bayesian analysis of a model for such data. The model is based on a radial projection onto the circle of a particular bivariate normal...

In this paper we propose objective Bayes procedures for model selection. To this end, we follow Gutiérrez-Peña and Walker [Gutiérrez-Peña, E., Walker, S.G., 2005. Statistical decision problems and Bayesian nonparametric methods. International Statistical Review 73, 309-330], who view...