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Hellinger distance 1 Hellinger information 1 Jeffreys’ rule 1 non-informative priors 1 reference priors 1
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Shemyakin, Arkady 1
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Applied Econometrics 1
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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...
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