Reference priors for exponential families

被引：12

作者：

Gutiérrez-Peña, E ^{[1
]}

Rueda, R ^{[1
]}

机构：

[1] Univ Nacl Autonoma Mexico, IIMAS, Dept Probabilidad & Estadist, Mexico City 01000, DF, Mexico

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2003年 / 110卷 / 1-2期

关键词：

affine dual foliations; Bayesian inference; cut; natural exponential family; quadratic variance function; reference prior;

D O I：

10.1016/S0378-3758(01)00281-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Reference analysis, introduced by Bernardo (J. Roy. Statist. Soc. 41 (1979) 113) and further developed by Berger and Bernardo (On the development of reference priors (with discussion). In: J.M. Bernardo, J.O. Berger, A.P. Dawid, A.F.M. Smith (Eds.), Bayesian Statistics, Vol. 4, Clarendon Press, Oxford, pp. 35-60), has proved to be one of the most successful general methods to derive noninformative prior distributions. In practice, however, reference priors are typically difficult to obtain. In this paper we show how to find reference priors for a wide class of exponential family likelihoods. (C) 2001 Elsevier Science B.V. All rights reserved.

引用

页码：35 / 54

页数：20

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