Infinite hierarchies and prior distributions
Roberts, Gareth O. ; Rosenthal, Jeffrey S.
Bernoulli, Tome 7 (2001) no. 6, p. 453-471 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
This paper introduces a way of constructing non-informative priors for Bayesian analysis, by taking a limit of priors arising from hierarchical constructions as the number of levels in the hierarchy converges to infinity. Results are proved showing that for location families, and other related cases, limits are often not dependent on the exact form of the increment distribution used.
Publié le : 2001-06-14
Classification:  hierarchical priors,  non-informative priors 
@article{1080004760,
     author = {Roberts, Gareth O. and Rosenthal, Jeffrey S.},
     title = {Infinite hierarchies and prior distributions},
     journal = {Bernoulli},
     volume = {7},
     number = {6},
     year = {2001},
     pages = { 453-471},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1080004760}
}

Roberts, Gareth O.; Rosenthal, Jeffrey S. Infinite hierarchies and prior distributions. Bernoulli, Tome 7 (2001) no. 6, pp.  453-471. http://gdmltest.u-ga.fr/item/1080004760/