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dc.contributor.authorDruilhet, Pierre
dc.contributor.authorMarin, Jean-Michel
HAL ID: 9121
ORCID: 0000-0001-7451-9719
dc.date.accessioned2009-07-07T09:20:41Z
dc.date.available2009-07-07T09:20:41Z
dc.date.issued2007
dc.identifier.isbnISSN 0249-6399en
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/863
dc.language.isoenen
dc.subjectBayesian statisticsen
dc.subjectReference prioren
dc.subjectNuisance parametersen
dc.subjectJeffreys measureen
dc.subjectHPDen
dc.subjectMAPen
dc.subject.ddc519en
dc.titleEquivariant HPD credible sets and MAP estimatorsen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherEcole Nationale de la Statistique et de l'Analyse de l'Information;France
dc.contributor.editoruniversityotherINRIA – Université Paris Sud - Paris XI;France
dc.description.abstractenMAP estimators and HPD credible sets are often criticized in the literature because of paradoxical behaviour due to a lack of equivariance under reparametrization. In this paper, we propose a new version of MAP estimators and HPD credible sets that avoid this undesirable feature. Moreover, in the special case of non-informative prior, the new MAP estimators coincide with the equivariant frequentist ML estimators. We also propose several adaptations in the case of nuisance parameters.en
dc.relation.isversionofjnlnameBayesian Analysis
dc.relation.isversionofjnlvol2
dc.relation.isversionofjnlissue4
dc.relation.isversionofjnldate2007
dc.relation.isversionofjnlpages681-692
dc.relation.isversionofdoihttp://dx.doi.org/10.1214/07-BA227
dc.identifier.urlsitehttp://hal.inria.fr/inria-00077906/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherInternational Society for Bayesian Analysis
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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