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Bayesian computation 1 Degenerated prior 1 Logarithmic divergence 1 Marginal density 1 Markov chain Monte Carlo 1 Non-informative prior 1 Primary 62E25 1 Weakly informative prior 1 conditional marginal density estimation 1 importance-weighted marginal density estimation 1 kernel density estimation 1 secondary 62A15 1
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Undetermined 2
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Article 2
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Undetermined 2
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Chen, Ming-Hui 1 Ohnishi, Toshio 1 Shao, Qi-Man 1 Yanagimoto, Takemi 1
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Annals of the Institute of Statistical Mathematics 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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RePEc 2
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Permissible boundary prior function as a virtually proper prior density
Yanagimoto, Takemi; Ohnishi, Toshio - In: Annals of the Institute of Statistical Mathematics 66 (2014) 4, pp. 789-809
Regularity conditions for an improper prior function to be regarded as a virtually proper prior density are proposed, and their implications are discussed. The two regularity conditions require that a prior function is defined as a limit of a sequence of proper prior densities and also that the...
Persistent link: https://www.econbiz.de/10010848633
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Performance study of marginal posterior density estimation via Kullback-Leibler divergence
Chen, Ming-Hui; Shao, Qi-Man - In: TEST: An Official Journal of the Spanish Society of … 6 (1997) 2, pp. 321-350
Persistent link: https://www.econbiz.de/10005759548
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