메뉴 건너뛰기




Volumn 78, Issue 1-2, 1999, Pages 229-241

On the property of posteriors for dispersion models

Author keywords

Dispersion models; Exponential; First order; Fisher von Mises; Jeffreys' priors; Noninformative priors; Power; Probability matching; Propriety; Reference priors; Second order; Simulations; Student's t

Indexed keywords


EID: 0033130525     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00216-x     Document Type: Article
Times cited : (3)

References (27)
  • 1
    • 0009263631 scopus 로고
    • Laplace approximation for curved surfaces
    • Goel, P.K., Iyengar, N.S. (Eds.). Springer, New York
    • Bagchi, P., Kadane, J.B., 1992. Laplace approximation for curved surfaces. In: Goel, P.K., Iyengar, N.S. (Eds.), Bayesian Analysis in Statistics and Econometrics. Springer, New York, pp. 1-12.
    • (1992) Bayesian Analysis in Statistics and Econometrics , pp. 1-12
    • Bagchi, P.1    Kadane, J.B.2
  • 2
    • 0018467809 scopus 로고
    • Bayesian results for the inverse Gaussian distribution with an application
    • Banerjee A.K., Bhattacharyya G.K. Bayesian results for the inverse Gaussian distribution with an application. Technometrics. 21:1979;247-251.
    • (1979) Technometrics , vol.21 , pp. 247-251
    • Banerjee, A.K.1    Bhattacharyya, G.K.2
  • 3
    • 0000303854 scopus 로고
    • Estimating a product of means: Bayesian analysis with reference priors
    • Berger J., Bernardo J.M. Estimating a product of means: Bayesian analysis with reference priors. J. Amer. Statist. Assoc. 84:1989;200-207.
    • (1989) J. Amer. Statist. Assoc. , vol.84 , pp. 200-207
    • Berger, J.1    Bernardo, J.M.2
  • 4
    • 0001141391 scopus 로고
    • On the development of reference priors (with discussion)
    • Bernardo, J.M., Berger, J., Dawid, A.P., Smith, A.F.M. (Eds.). Oxford University Press
    • Berger, J., Bernardo, J.M., 1992a. On the development of reference priors (with discussion). In: Bernardo, J.M., Berger, J., Dawid, A.P., Smith, A.F.M. (Eds.), Bayesian Statistics, vol. 4. Oxford University Press, pp. 35-60.
    • (1992) Bayesian Statistics , vol.4 , pp. 35-60
    • Berger, J.1    Bernardo, J.M.2
  • 5
    • 0000114908 scopus 로고
    • Reference priors in a variance components problem
    • Goel, P.K., Iyengar, N.S. (Eds.). Springer, New York
    • Berger, J., Bernardo, J.M., 1992b. Reference priors in a variance components problem. In: Goel, P.K., Iyengar, N.S. (Eds.), Bayesian Analysis in Statistics and Econometrics. Springer, New York, pp. 177-194.
    • (1992) Bayesian Analysis in Statistics and Econometrics , pp. 177-194
    • Berger, J.1    Bernardo, J.M.2
  • 6
    • 0002183088 scopus 로고
    • Reference posterior distributions for Bayesian inference (with discussion)
    • Bernardo, J.M., 1979. Reference posterior distributions for Bayesian inference (with discussion). J. Roy. Statist. Soc. B 41, 113-147.
    • (1979) J. Roy. Statist. Soc. B , vol.41 , pp. 113-147
    • Bernardo, J.M.1
  • 8
    • 0002738159 scopus 로고
    • Orthogonal parameters and approximate conditional inference (with discussion)
    • Cox, D.R., Reid, N., 1987. Orthogonal parameters and approximate conditional inference (with discussion). J. Roy. Statist. Soc. B 49, 1-39.
    • (1987) J. Roy. Statist. Soc. B , vol.49 , pp. 1-39
    • Cox, D.R.1    Reid, N.2
  • 9
    • 0002324119 scopus 로고
    • On priors providing frequentist validity for Bayesian inference
    • Datta G.S., Ghosh J.K. On priors providing frequentist validity for Bayesian inference. Biometrika. 82:1995;37-45.
    • (1995) Biometrika , vol.82 , pp. 37-45
    • Datta, G.S.1    Ghosh, J.K.2
  • 10
    • 21344468866 scopus 로고
    • Some remarks on noninformative priors
    • Datta G.S., Ghosh M. Some remarks on noninformative priors. J. Amer. Statist. Assoc. 90:1995;1357-1363.
    • (1995) J. Amer. Statist. Assoc. , vol.90 , pp. 1357-1363
    • Datta, G.S.1    Ghosh, M.2
  • 11
    • 0009126918 scopus 로고
    • Marginalization paradoxes in Bayesian and structural inference (with discussion)
    • Dawid, A.P., Stone, M., Zidek, J., 1973. Marginalization paradoxes in Bayesian and structural inference (with discussion). J. Roy. Statist. Soc. B 35, 189-233.
    • (1973) J. Roy. Statist. Soc. B , vol.35 , pp. 189-233
    • Dawid, A.P.1    Stone, M.2    Zidek, J.3
  • 12
    • 0009127796 scopus 로고    scopus 로고
    • Unpublished Ph.D. Thesis, Department of Statistics, University of Florida, Gainesville, Florida
    • Garvan, C.W., 1996. Bayesian Inference for Dispersion Models. Unpublished Ph.D. Thesis, Department of Statistics, University of Florida, Gainesville, Florida.
    • (1996) Bayesian Inference for Dispersion Models
    • Garvan, C.W.1
  • 13
    • 0009265559 scopus 로고    scopus 로고
    • Noninformative priors for dispersion models
    • Garvan, C.W., Ghosh, M., 1997. Noninformative priors for dispersion models. Biometrika 84.
    • (1997) Biometrika , vol.84
    • Garvan, C.W.1    Ghosh, M.2
  • 14
    • 0001218443 scopus 로고
    • Noninformative priors (with discussion)
    • Bernardo, J.M., Berger, J.O., Dawid, A.P., Smith, A.F.M. (Eds.). Oxford University Press, Oxford
    • Ghosh, J.K., Mukerjee, R., 1992. Noninformative priors (with discussion). In: Bernardo, J.M., Berger, J.O., Dawid, A.P., Smith, A.F.M. (Eds.), Bayesian Statistics, vol. 4. Oxford University Press, Oxford, pp. 195-210.
    • (1992) Bayesian Statistics , vol.4 , pp. 195-210
    • Ghosh, J.K.1    Mukerjee, R.2
  • 15
    • 0009265561 scopus 로고
    • Sufficient statistics and orthogonal parameters
    • Huzurbazar, 1956. Sufficient statistics and orthogonal parameters. Sankhyā 17, 217-220.
    • (1956) Sankhyā , vol.17 , pp. 217-220
    • Huzurbazar1
  • 16
    • 0040825340 scopus 로고
    • Conselho Nacional de Desenvolvimento Cientifico e Tecnnologico, Instituto de Matematica Pura e Aplicada, Rio de Janerio
    • Jørgensen, B., 1992. The Theory of Exponential Dispersion Models and Analysis of Deviance. Conselho Nacional de Desenvolvimento Cientifico e Tecnnologico, Instituto de Matematica Pura e Aplicada, Rio de Janerio.
    • (1992) The Theory of Exponential Dispersion Models and Analysis of Deviance
    • Jørgensen, B.1
  • 18
    • 0000154718 scopus 로고
    • Elimination of nuisance parameters with reference priors
    • Liseo B. Elimination of nuisance parameters with reference priors. Biometrika. 80:1993;295-304.
    • (1993) Biometrika , vol.80 , pp. 295-304
    • Liseo, B.1
  • 21
    • 0000800881 scopus 로고
    • Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
    • Mukerjee R., Dey D.K. Frequentist validity of posterior quantiles in the presence of a nuisance parameter: higher order asymptotics. Biometrika. 80:1993;499-505.
    • (1993) Biometrika , vol.80 , pp. 499-505
    • Mukerjee, R.1    Dey, D.K.2
  • 22
    • 0002600548 scopus 로고
    • On confidence points and Bayesian probability points in the case of several parameters
    • Peers, H.W., 1965. On confidence points and Bayesian probability points in the case of several parameters. J. Roy. Statist. Soc. B 27, 9-16.
    • (1965) J. Roy. Statist. Soc. B , vol.27 , pp. 9-16
    • Peers, H.W.1
  • 23
    • 0001121085 scopus 로고
    • On coverage probability of confidence sets based on a prior distribution
    • Polish Scientific Publishers, Warsaw PWN
    • Stein, C., 1985. On coverage probability of confidence sets based on a prior distribution. Sequential Methods in Statistics, Banach Center Publications, vol. 16. Polish Scientific Publishers, Warsaw PWN, pp. 485-514.
    • (1985) Sequential Methods in Statistics, Banach Center Publications , vol.16 , pp. 485-514
    • Stein, C.1
  • 24
    • 0002611684 scopus 로고    scopus 로고
    • Frequentist validity of posterior quantiles for a two parameter exponential family
    • Sun D., Ye K. Frequentist validity of posterior quantiles for a two parameter exponential family. Biometrika. 83:1996;55-65.
    • (1996) Biometrika , vol.83 , pp. 55-65
    • Sun, D.1    Ye, K.2
  • 25
    • 0001638080 scopus 로고
    • Noninformative priors for one parameter of many
    • Tibshirani R. Noninformative priors for one parameter of many. Biometrika. 76:1989;604-608.
    • (1989) Biometrika , vol.76 , pp. 604-608
    • Tibshirani, R.1
  • 27
    • 0001159310 scopus 로고
    • On formulae for confidence points based on intervals of weighted likelihoods
    • Welch, B.L., Peers, H.W., 1963. On formulae for confidence points based on intervals of weighted likelihoods. J. Roy. Statist. Soc. B 25, 318-329.
    • (1963) J. Roy. Statist. Soc. B , vol.25 , pp. 318-329
    • Welch, B.L.1    Peers, H.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.