Nonsubjective priors via predictive relative entropy regret

Annals of Statistics

Volumn 34, Issue 1, 2006, Pages 441-468

  Sweeting, Trevor J ^a   Datta, Gauri S ^b   Ghosh, Malay ^c,d  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF GEORGIA   (United States)

^c UNIVERSITY OF FLORIDA   (United States)

^d University of Georgia ^*  (United States)

Author keywords

Higher order asymptotics; Nonsubjective Bayesian inference; Predictive inference; Relative entropy loss

Indexed keywords

EID: 33744781809     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053605000000804     Document Type: Article

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