A general divergence criterion for prior selection
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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.
- 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.
- 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.
- 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.
More about this item
KeywordsChi-square distance; Fisher information number; Jeffreys’ prior;
StatisticsAccess and download statistics
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