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  • Search: subject:"Reference Priors"
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Reference priors 6 reference priors 3 Probability matching priors 2 Reference Priors 2 Amount of information 1 Bayesian Inference 1 Bayesian asymptotics 1 Bayesian inference 1 Bayesian methods 1 Bayesian reference criterion 1 Behrens-fisher problem 1 Correlation coefficient 1 Encompassing 1 Fieller-creasy problem 1 Fisher information 1 Frechet distribution 1 Frequentist coverage probabilities 1 Frequentist coverage probability 1 HPD regions 1 Hellinger distance 1 Hellinger information 1 Hypothesis testing 1 Intrinsic discrepancy loss 1 Intrinsic priors 1 Inverse Regression 1 Jeffreys Prior 1 Jeffreys Priors 1 Jeffreys prior 1 Jeffreys priors 1 Jeffreys’ rule 1 LPL regions 1 Linear combination of the means 1 Linear regression 1 Marginalization Paradox 1 Markov Chain Monte Carlo Methods 1 Matching priors 1 Model selection 1 Noninformative 1 Point estimation 1 Primary 62F15 1
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Article 11
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Undetermined 11
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Ghosh, M. 2 Abbas, Kamran 1 Bernardo, José 1 Carlin, B. 1 Girón, F. 1 Kang, S. 1 Kang, Sang 1 Kim, D. 1 Kim, Dal 1 Lee, W. 1 Lee, Woo 1 Moreno, Elías 1 Shemyakin, Arkady 1 Smith, A. 1 Srivastava, M. 1 Stephens, D. 1 Sun, Xiaoqian 1 Tang, Yincai 1 Wang, Min 1 Yang, M-Ch. 1 Yin, Ming 1
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 Statistical Papers / Springer 2 Applied Econometrics 1 Computational Statistics & Data Analysis 1 Journal of Multivariate Analysis 1 Statistics & Probability Letters 1
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RePEc 11
Showing 1 - 10 of 11
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A new approach to construction of objective priors: Hellinger information
Shemyakin, Arkady - In: Applied Econometrics 28 (2012) 4, pp. 124-137
Non-informative priors play crucial role in objective Bayesian analysis. Most popular ways of construction of non-informative priors are provided by the Jeffreys rule, matching probability principle, and reference prior approach. An alternative construction of non-informative priors is suggested...
Persistent link: https://www.econbiz.de/10010841016
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Objective Bayesian analysis of the Frechet stress–strength model
Abbas, Kamran; Tang, Yincai - In: Statistics & Probability Letters 84 (2014) C, pp. 169-175
Several reference priors and a general form of matching priors are derived for a stress–strength system, and it is … concluded that none of the reference priors is a matching prior. The study shows that the matching prior performs better than … Jeffreys prior and reference priors in meeting the target coverage probabilities. …
Persistent link: https://www.econbiz.de/10010718803
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Bayesian inference for the correlation coefficient in two seemingly unrelated regressions
Wang, Min; Sun, Xiaoqian - In: Computational Statistics & Data Analysis 56 (2012) 8, pp. 2442-2453
We study the problems of hypothesis testing and point estimation for the correlation coefficient between the disturbances in the system of two seemingly unrelated regression equations. An objective Bayesian solution to each problem is proposed based on combined use of the invariant loss function...
Persistent link: https://www.econbiz.de/10010871426
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Noninformative priors for the normal variance ratio
Kim, D.; Kang, S.; Lee, W. - In: Statistical Papers 50 (2009) 2, pp. 393-402
Persistent link: https://www.econbiz.de/10005167187
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Comparison of Bayesian objective procedures for variable selection in linear regression
Moreno, Elías; Girón, F. - In: TEST: An Official Journal of the Spanish Society of … 17 (2008) 3, pp. 472-490
Persistent link: https://www.econbiz.de/10005004339
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Noninformative priors for linear combinations of the normal means
Kim, Dal; Kang, Sang; Lee, Woo - In: Statistical Papers 47 (2006) 2, pp. 249-262
Persistent link: https://www.econbiz.de/10008486793
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Intrinsic credible regions: An objective Bayesian approach to interval estimation
Bernardo, José - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 2, pp. 317-384
Persistent link: https://www.econbiz.de/10005759596
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Noninformative Priors for Multivariate Linear Calibration
Yin, Ming - In: Journal of Multivariate Analysis 73 (2000) 2, pp. 221-240
This paper derives a class of first order probability matching priors and a complete catalog of the reference priors … facilitate the derivations. It turns out that under orthogonal parameterization, reference priors (including Jeffreys' prior) are …
Persistent link: https://www.econbiz.de/10005152877
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Noninformative priors for the two sample normal problem
Ghosh, M.; Yang, M-Ch. - In: TEST: An Official Journal of the Spanish Society of … 5 (1996) 1, pp. 145-157
Persistent link: https://www.econbiz.de/10005759555
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Probability matching priors for linear calibration
Ghosh, M.; Carlin, B.; Srivastava, M. - In: TEST: An Official Journal of the Spanish Society of … 4 (1995) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10005390583
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