A general divergence criterion for prior selection-Reference-Cited by-同舟云学术

A general divergence criterion for prior selection

Published:2009-03-10 Issue:1 Volume:63 Page:43-58
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Ghosh Malay,Mergel Victor,Liu Ruitao

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10463-009-0226-4.pdf

Reference20 articles.

1. Amari S. (1982) Differential geometry of curved exponential families—curvatures and information loss. The Annals of Statistics 10: 357–387

2. Bernardo J.M. (1979) Reference posterior distributions for Bayesian inference. Journal of the Royal Statistical Society, Series B 41: 113–147

3. Bhattacharyya A.K. (1943) On a measure of divergence between two statistical populations defined by their probability distributions. Bulletin of the Calcutta Mathematical Society 35: 99–109

4. Clarke B., Barron A. (1990) Information-theoretic asymptotics of Bayes methods. IEEE Transactions on Information Theory 36: 453–471

5. Clarke B., Barron A. (1994) Jeffreys’ prior is asymptotically least favorable under entropy risk. Journal of Statistical Planning and Inference 41: 37–60

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Rejoinder to “Specifying Prior Distribution in Reliability Applications”;Applied Stochastic Models in Business and Industry;2023-12-07

2. Discussion of “Specifying prior distributions in reliability applications”;Applied Stochastic Models in Business and Industry;2023-07-30

3. Reference priors via α-divergence for a certain non-regular model in the presence of a nuisance parameter;Journal of Statistical Planning and Inference;2021-07

4. Optimal Shrinkage Estimation of Predictive Densities Under α-Divergences;Bayesian Analysis;2021-01-01

5. Quantifying Observed Prior Impact;Bayesian Analysis;2021-01-01