A general divergence criterion for prior selection

Annals of the Institute of Statistical Mathematics

Volumn 63, Issue 1, 2011, Pages 43-58

  Ghosh, Malay ^a   Mergel, Victor ^b   Liu, Ruitao ^a  

^a University of Florida ^*  (United States)

^b BRISTOL MYERS SQUIBB   (United States)

Author keywords

Chi square distance; Fisher information number; Jeffreys' prior

Indexed keywords

ASYMPTOTIC EXPANSION; CHI-SQUARE DISTANCE; FISHER INFORMATION NUMBER; JEFFREYS; KULLBACK-LEIBLER; ONE PARAMETER FAMILY;

ASYMPTOTIC ANALYSIS; FISHER INFORMATION MATRIX;

OPTIMIZATION;

EID: 79551680811     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-009-0226-4     Document Type: Article

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