Moment matching priors for non-regular models
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2019.03.009
Abstract: Abstract This paper presents moment matching priors for non-regular models whose supports depend on an unknown parameter. Both one-parameter and multi-parameter cases are considered. The resulting priors are given by matching the posterior mean and… read more here.
Keywords: priors non; moment matching; non regular; regular models ... See more keywords