Fiducial and Posterior Sampling
Gunnar Taraldsen and
Bo H. Lindqvist
Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 17, 3754-3767
Abstract:
The fiducial coincides with the posterior in a group model equipped with the right Haar prior. This result is generalized here. For this the underlying probability space of Kolmogorov is replaced by a σ-finite measure space and fiducial theory is presented within this frame. Examples are presented that demonstrate that this also gives good alternatives to existing Bayesian sampling methods. It is proved that the results provided here for fiducial models imply that the theory of invariant measures for groups cannot be generalized directly to loops: there exist a smooth one-dimensional loop where an invariant measure does not exist.
Date: 2015
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2013.823207 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:44:y:2015:i:17:p:3754-3767
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20
DOI: 10.1080/03610926.2013.823207
Access Statistics for this article
Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe
More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().