Posterior propriety and admissibility of hyperpriors in normal hierarchical models
Work
Year: 2005
Type: article
Abstract: Hierarchical modeling is wonderful and here to stay, but hyperparameter priors are often chosen in a casual fashion. Unfortunately, as the number of hyperparameters grows, the effects of casual choice... more
Source: The Annals of Statistics
Institutions Duke University, Novartis (France)
Cites: 44
Cited by: 55
Related to: 10
FWCI: 2.675
Citation percentile (by year/subfield): 88.98
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze