Inference in Two-Piece Location-Scale Models with Jeffreys Priors
نویسندگان
چکیده
منابع مشابه
Inference in Two-Piece Location-Scale Models with Jeffreys Priors
This paper addresses the use of Jeffreys priors in the context of univariate threeparameter location-scale models, where skewness is introduced by differing scale parameters either side of the location. We focus on various commonly used parameterizations for these models. Jeffreys priors are shown not to allow for posterior inference in the wide and practically relevant class of distributions o...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2014
ISSN: 1936-0975
DOI: 10.1214/13-ba849