Definition of a prior distribution in Bayesian analysis by minimizing Kullback–Leibler divergence under data availability
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References listed on IDEAS
- 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.
- Aivazian, Sergei, 2008. "Bayesian Methods in Econometrics," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 9(1), pages 93-130.
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- repec:nea:journl:y:2017:i:36:p:12-30 is not listed on IDEAS
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Keywordsprior probability distributions; Bayesian methodology; Kullback–Leibler divergence; regression analysis;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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