Bayesian Analysis

Comment on Article by Berger, Bernardo, and Sun

Manuel Mendoza and Eduardo Gutiérrez-Peña

Full-text: Open access

Article information

Source
Bayesian Anal., Volume 10, Number 1 (2015), 227-231.

Dates
First available in Project Euclid: 29 January 2015

Permanent link to this document
https://projecteuclid.org/euclid.ba/1422556418

Digital Object Identifier
doi:10.1214/14-BA936

Mathematical Reviews number (MathSciNet)
MR3420904

Zentralblatt MATH identifier
1335.62055

Citation

Mendoza, Manuel; Gutiérrez-Peña, Eduardo. Comment on Article by Berger, Bernardo, and Sun. Bayesian Anal. 10 (2015), no. 1, 227--231. doi:10.1214/14-BA936. https://projecteuclid.org/euclid.ba/1422556418


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References

  • Berger, J. O. and Bernardo, J. M. (1992a). “On the development of reference priors.” In Bernardo, J. M., Berger, J. O., Dawid, A. P., and Smith, A. F. M. (eds.), Bayesian Statistics 4, 35–60. Oxford: University Press (with discussion).
  • Berger, J. O. and Bernardo, J. M. (1992b). “Ordered group reference priors, with applications to multinomial problems.” Biometrika, 79: 25–37.
  • Berger, J. O., Bernardo, J. M., and Sun, D. (2009). “The formal definition of reference priors.” Annals of Statistics, 37: 905–938.
  • Bernardo, J. M. (1979). “Reference posterior distributions for Bayesian inference.” Journal of the Royal Statistical Society, Series B, 41: 113–147 (with discussion).
  • Bernardo, J. M. (2005). “Reference analysis.” In Dey, D. K. and Rao, C. R. (eds.), Bayesian Thinking: Modeling and Computation, Handbook of Statistics 25, 17–90. Amsterdam: Elsevier.
  • Bishop, C. M. (2006). Pattern Recognition and Machine Learning. New York: Springer.
  • Consonni, G., Veronese, P., and Gutiérrez-Peña, E. (2004). “Order-invariant group reference priors for natural exponential families having a simple quadratic variance function.” Journal of Multivariate Analysis, 88: 335–364.
  • George, E. I., Makov, U. E., and Smith, A. F. M. (1993). “Conjugate Likelihood Distributions.” Scandinavian Journal of Statistics, 20: 147–156.
  • Gutiérrez-Peña, E. and Rueda, R. (2003). “Reference priors for exponential families.” Journal of Statistical Planning and Inference, 110: 35–54.

See also

  • Related item: James O. Berger, Jose M. Bernardo, and Dongchu Sun. Overall Objective Priors.