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Reference priors in multiparameter nonregular cases


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  • S. Ghosal


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Bibliographic Info

Article provided by Springer in its journal Test.

Volume (Year): 6 (1997)
Issue (Month): 1 (June)
Pages: 159-186

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Handle: RePEc:spr:testjl:v:6:y:1997:i:1:p:159-186

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Keywords: Asymptotic expansion; Bayes Risk; Discontinuous Densities; Kullback-Leibler Number; Multidimensional Parameter; Posterior Distribution; Reference Prior;


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  1. Ghosal Subhashis & Samanta Tapas, 1997. "Expansion Of Bayes Risk For Entropy Loss And Reference Prior In Nonregular Cases," Statistics & Risk Modeling, De Gruyter, vol. 15(2), pages 129-140, February.
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Cited by:
  1. Holger Scholl, 1998. "Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffreys' prior," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 7(1), pages 75-94, June.
  2. Carmen Fernández & Mark Steel, 1998. "Reference priors for non-Normal two-sample problems," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 7(1), pages 179-205, June.
  3. Shemyakin, Arkady, 2012. "A new approach to construction of objective priors: Hellinger information," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 28(4), pages 124-137.
  4. Sareen, Samita, 2003. "Reference Bayesian inference in nonregular models," Journal of Econometrics, Elsevier, vol. 113(2), pages 265-288, April.
  5. Wang, Haiying & Sun, Dongchu, 2012. "Objective Bayesian analysis for a truncated model," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2125-2135.
  6. Malay Ghosh & Victor Mergel & Ruitao Liu, 2011. "A general divergence criterion for prior selection," Annals of the Institute of Statistical Mathematics, Springer, vol. 63(1), pages 43-58, February.


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