Fraser, D. A. S.; Reid, N.; Marras, E.; Yi, G. Y. - In: Journal of the Royal Statistical Society Series B 72 (2010) 5, pp. 631-654
We investigate the choice of default priors for use with likelihood for Bayesian and frequentist inference. Such a prior is a density or relative density that weights an observed likelihood function, leading to the elimination of parameters that are not of interest and then a density-type...