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Noninformative Priors for Multivariate Linear Calibration

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  • Yin, Ming

Abstract

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 fairly general class of second order probability matching priors is also provided. Orthogonal transformations (1987, D. R. Cox and N. Reid, J. Roy. Statist. Soc. Ser. B49, 1-18) are found to facilitate the derivations. It turns out that under orthogonal parameterization, reference priors (including Jeffreys' prior) are first order probability matching priors for unidimensional multivariate linear calibration. Also, in univariate linear calibration, the prior of W. G. Hunter and W. F. Lamboy (1981, Technometrics23, 323-350) is a second order probability matching prior.

Suggested Citation

  • Yin, Ming, 2000. "Noninformative Priors for Multivariate Linear Calibration," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 221-240, May.
    • Handle: RePEc:eee:jmvana:v:73:y:2000:i:2:p:221-240
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    References listed on IDEAS

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    1. M. Ghosh & B. Carlin & M. Srivastava, 1995. "Probability matching priors for linear calibration," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 4(2), pages 333-357, December.
    2. Kubokawa, T. & Robert, C. P., 1994. "New Perspectives on Linear Calibration," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 178-200, October.
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