Posterior propriety and admissibility of hyperpriors in normal hierarchical models

Annals of Statistics

Volumn 33, Issue 2, 2005, Pages 606-646

  Berger, James O ^a   Strawderman, William ^b   Tang, Dejun ^c,d  

^a DUKE UNIVERSITY   (United States)

^b RUTGERS UNIVERSITY   (United States)

^c Health Economics and Outcomes Research Head   (Switzerland)

^d NOVARTIS PHARMA AG   (Switzerland)

Author keywords

Covariance matrix; Frequentist risk; Markov chain Monte Carlo; Objective priors; Posterior impropriety; Quadratic loss

Indexed keywords

EID: 22944461401     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000075     Document Type: Article

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