6 citations · 24 across the 17 of their papers we have counts for
3 papers · 1 filter
On a Class of Objective Priors from Scoring Rules
Fabrizio Leisen, Cristiano Villa, Stephen G. Walker
Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a mod…
Objective Bayesian Analysis for Change Point Problems
Laurentiu Hinoveanu, Fabrizio Leisen, Cristiano Villa
In this paper we present a loss-based approach to change point analysis. In particular, we look at the problem from two perspectives. The first focuses on the definition of a prior…
Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula
Cristiano Villa, Francisco J. Rubio
An objective Bayesian approach to estimate the number of degrees of freedom for the multivariate distribution and for the -copula, when the parameter is considered dis…