Shemyakin, Arkady - In: Applied Econometrics 28 (2012) 4, pp. 124-137
construction of non-informative priors is suggested based on the concept of Hellinger information related to Hellinger distance …. Under certain regularity conditions, limit behavior of the Hellinger distance as the difference in the parameter values goes …, what is more interesting, Hellinger information can be also used to describe information properties of the parametric set …