Estimation of Quadratic Functions: Noninformative Priors for Non-Centrality Parameters.

The estimation of quadratic functions of a multivariate normal mean is an inferential problem which, while being simple to state and often encountered in practice, leads to surprising complications both from frequentist and Bayesian points of view. The drawbacks of Bayesian inference using the constant noninformative prior are now well established and we consider in this paper the advantages and the shortcomings of alternative noninformative priors.

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Year of publication:	1996
Authors:	Berger, J.O. ; Philippe, A. ; Robert, C.P.
Subject:	MATHEMATICS \| ECONOMETRICS \| EVALUATION

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Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C00 - Mathematical and Quantitative Methods. General ; C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C19 - Econometric and Statistical Methods: General. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641044