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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2013.2
- 수록면
- 171 - 178 (8page)
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In this paper, we develop noninformative priors for the generalized Pareto distribution when the parameter of interest is the shape parameter. We developed the first order and the second order matching priors.We revealed that the second order matching prior does not exist. It turns out that the reference prior satisfies a first order matching criterion, but Jeffrey`s prior is not a first order matching prior. Some simulation study is performed and a real example is given.
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참고문헌 (29)
참고문헌 신청
1. [학술지(정기간행물)] - Arnold, B. C. / 1989 / Bayesian estimation and prediction for Pareto data / Journal of the American Statistical Association 84 : 1079 ~ 1084
2. [학술지(정기간행물)] - Balkema, A. A. / 1974 / Residual lifetime at great age / The Annals of Probability 2 : 792 ~ 804
3. [학술지(정기간행물)] - Behrens, C. / 2004 / Bayesian analysis of extreme events with threshold estimation / Statistical Modelling 4 : 227 ~ 244
4. [학술지(정기간행물)] - Berger, J. O. / 1989 / Estimating a product of means : Bayesian analysis with reference priors / Journal of the American Statistical Association 84 : 200 ~ 207
5. [단행본] - Berger, J. O. / 1992 / On the development of reference priors (with discussion), In Bayesian Statistics IV / Oxford University Press : 35 ~ 60
2. [학술지(정기간행물)] - Balkema, A. A. / 1974 / Residual lifetime at great age / The Annals of Probability 2 : 792 ~ 804
3. [학술지(정기간행물)] - Behrens, C. / 2004 / Bayesian analysis of extreme events with threshold estimation / Statistical Modelling 4 : 227 ~ 244
4. [학술지(정기간행물)] - Berger, J. O. / 1989 / Estimating a product of means : Bayesian analysis with reference priors / Journal of the American Statistical Association 84 : 200 ~ 207
5. [단행본] - Berger, J. O. / 1992 / On the development of reference priors (with discussion), In Bayesian Statistics IV / Oxford University Press : 35 ~ 60
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UCI(KEPA) : I410-ECN-0101-2018-041-001383155