A new approach to construction of objective priors: Hellinger information
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References listed on IDEAS
- S. Ghosal, 1997. "Reference priors in multiparameter nonregular cases," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 159-186, June.
- 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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- repec:nea:journl:y:2017:i:36:p:12-30 is not listed on IDEAS
- Slutskin, Lev, 2015. "Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 40(4), pages 129-141.
More about this item
Keywordsnon-informative priors; reference priors; Jeffreys’ rule; Hellinger distance; Hellinger information.;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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