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  • Search: subject:"weakly informative prior"
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Year of publication
Subject
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multilevel model 3 Bayesian inference 2 conditional conjugacy 2 folded noncentral-t distribution 2 half-t distribution 2 hierarchical model 2 noninformative prior distribution 2 weakly informative prior distribution 2 Bayes modal estimation 1 Bayes-Statistik 1 Bayesian inference conditional conjugacy folded noncentral-t distribution half-t distribution hierarchical model multilevel model noninformative prior distribution weakly informative prior distribution 1 Degenerated prior 1 Logarithmic divergence 1 Marginal density 1 Non-informative prior 1 Probability theory 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 Weakly informative prior 1 hierarchical linear model 1 mixed model 1 penalized likelihood 1 variance estimation 1 weakly informative prior 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Book / Working Paper 3 Article 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 3 English 2
Author
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Gelman, Andrew 4 Chung, Yeojin 1 Dorie, Vincent 1 Liu, Jingchen 1 Ohnishi, Toshio 1 Rabe-Hesketh, Sophia 1 Yanagimoto, Takemi 1
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Institution
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EconWPA 1
Published in...
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Annals of the Institute of Statistical Mathematics 1 EERI Research Paper Series 1 EERI research paper series 1 Econometrics 1 Psychometrika 1
Source
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RePEc 3 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 5 of 5
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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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A Nondegenerate Penalized Likelihood Estimator for Variance Parameters in Multilevel Models
Chung, Yeojin; Rabe-Hesketh, Sophia; Dorie, Vincent; … - In: Psychometrika 78 (2013) 4, pp. 685-709
their posterior mode, given a weakly informative prior distribution. By choosing the penalty from the log-gamma family with …
Persistent link: https://www.econbiz.de/10010998769
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Prior distributions for variance parameters in hierarchical models
Gelman, Andrew - 2004
where a weakly informative prior is desired. …
Persistent link: https://www.econbiz.de/10011496041
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Cover Image
Prior distributions for variance parameters in hierarchical models
Gelman, Andrew - 2004
where a weakly informative prior is desired. …
Persistent link: https://www.econbiz.de/10011513079
Saved in:
Cover Image
Prior distributions for variance parameters in hierarchical models
Gelman, Andrew - EconWPA - 2004
where a weakly informative prior is desired. …
Persistent link: https://www.econbiz.de/10005062561
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