Jeffreys' prior is asymptotically least favorable under entropy risk
暂无分享,去创建一个
[1] J. Hartigan,et al. Discrete noninformative priors , 1994 .
[2] E. George,et al. On obtaining invariant prior distributions , 1993 .
[3] Prem K. Goel,et al. Bayesian Analysis in Statistics and Econometrics , 1992 .
[4] James O. Berger,et al. Ordered group reference priors with application to the multinomial problem , 1992 .
[5] James O. Berger,et al. Reference Priors in a Variance Components Problem , 1992 .
[6] Ted Chang,et al. REFERENCE PRIORS FOR THE ORBIT IN A GROUP MODEL , 1990 .
[7] Larry Wasserman,et al. Prior distributions for the bivariate binomial , 1990 .
[8] Peter J. Bickel,et al. A Decomposition for the Likelihood Ratio Statistic and the Bartlett Correction--A Bayesian Argument , 1990 .
[9] Andrew R. Barron,et al. Information-theoretic asymptotics of Bayes methods , 1990, IEEE Trans. Inf. Theory.
[10] R. Tibshirani. Noninformative priors for one parameter of many , 1989 .
[11] James O. Berger,et al. Estimating a Product of Means: Bayesian Analysis with Reference Priors , 1989 .
[12] B. Clarke. Asymptotic cumulative risk and Bayes risk under entropy loss, with applications , 1989 .
[13] Robert M. Gray,et al. Probability, Random Processes, And Ergodic Properties , 1987 .
[14] Richard E. Blahut,et al. Principles and practice of information theory , 1987 .
[15] J. Rissanen. Stochastic Complexity and Modeling , 1986 .
[16] Raphail E. Krichevsky,et al. The performance of universal encoding , 1981, IEEE Trans. Inf. Theory.
[17] R. Z. Khasʹminskiĭ,et al. Statistical estimation : asymptotic theory , 1981 .
[18] Alberto Leon-Garcia,et al. A source matching approach to finding minimax codes , 1980, IEEE Trans. Inf. Theory.
[19] J. Bernardo. Reference Posterior Distributions for Bayesian Inference , 1979 .
[20] J. Aitchison. Goodness of prediction fit , 1975 .
[21] Lee D. Davisson,et al. Universal noiseless coding , 1973, IEEE Trans. Inf. Theory.
[22] J. A. Hartigan,et al. THE ASYMPTOTICALLY UNBIASED PRIOR DISTRIBUTION , 1965 .
[23] E. L. Lehmann,et al. Theory of point estimation , 1950 .
[24] H. Jeffreys. The Theory of Probability , 1896 .