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most citedPriors for second-order unbiased Bayes estimators

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math.ST2024★ 1 cited

Priors for second-order unbiased Bayes estimators

Mana Sakai, Takeru Matsuda, Tatsuya Kubokawa

Asymptotically unbiased priors, introduced by Hartigan (1965), are designed to achieve second-order unbiasedness of Bayes estimators. This paper extends Hartigan's framework to non…

math.ST2024

Minimaxity under the half-Cauchy prior

Yuzo Maruyama, Takeru Matsuda

This is a follow-up paper of Polson and Scott (2012, Bayesian Analysis), which claimed that the half-Cauchy prior is a sensible default prior for a scale parameter in hierarchical…