Infinite hierarchies and prior distributions

Citation
Go. Roberts et Js. Rosenthal, Infinite hierarchies and prior distributions, BERNOULLI, 7(3), 2001, pp. 453-471
Citations number
14
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
13507265 → ACNP
Volume
7
Issue
3
Year of publication
2001
Pages
453 - 471
Database
ISI
SICI code
1350-7265(200106)7:3<453:IHAPD>2.0.ZU;2-D
Abstract
This paper introduces a way of constructing non-informative priors for Baye sian analysis, by taking a limit of priors arising from hierarchical constr uctions as the number of levels in the hierarchy converges to infinity. Res ults are proved showing that for location families, and other related cases , limits are often not dependent on the exact form of the increment distrib ution used.