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A general divergence criterion for prior selection

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  • Malay Ghosh
  • Victor Mergel
  • Ruitao Liu

Abstract

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Suggested Citation

  • Malay Ghosh & Victor Mergel & Ruitao Liu, 2011. "A general divergence criterion for prior selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(1), pages 43-58, February.
    • Handle: RePEc:spr:aistmt:v:63:y:2011:i:1:p:43-58
    DOI: 10.1007/s10463-009-0226-4
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. Subhashis Ghosal & Tapas Samanta, 1997. "Asymptotic Expansions of Posterior Distributions in Nonregular Cases," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 181-197, March.
    4. Bertrand Clarke & Dongchu Sun, 1999. "Asymptotics of the Expected Posterior," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(1), pages 163-185, March.
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    Cited by:

    1. F. Giummolè & V. Mameli & E. Ruli & L. Ventura, 2019. "Objective Bayesian inference with proper scoring rules," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 728-755, September.

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