Invariance of the reference prior under reparametrization
Yong Yang
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1995, vol. 4, issue 1, 83-94
Keywords: Fisher information; Jeffreys prior; Reference prior; Transformation (search for similar items in EconPapers)
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:4:y:1995:i:1:p:83-94
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DOI: 10.1007/BF02563104
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