Reference Priors For Non-Normal Two-Sample Problems
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Other versions of this item:
- 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;Sociedad de Estadística e Investigación Operativa, vol. 7(1), pages 179-205, June.
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.
- D. Stephens & A. Smith, 1992. "Sampling-resampling techniques for the computation of posterior densities in normal means problems," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 1(1), pages 1-18, December.
- Geweke, J, 1993. "Bayesian Treatment of the Independent Student- t Linear Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 19-40, Suppl. De.
- Fernández, C. & Steel, M.F.J., 1996. "On Bayesian Modelling of Fat Tails and Skewness," Discussion Paper 1996-58, Tilburg University, Center for Economic Research.
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KeywordsBehrens-Fisher problem; Fieller-Creasy problem; Gibbs sampling; Jeffreys' prior; location-scale model; posterior existence; product of means; scale mixtures of normals; skewness;
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