Jeffreys priors for mixture estimation: Properties and alternatives

While Jeffreys priors usually are well-defined for the parameters of mixtures of distributions, they are not available in closed form. Furthermore, they often are improper priors. Hence, they have never been used to draw inference on the mixture parameters. The implementation and the properties of J...

Full description

Bibliographic Details
Main Authors: Grazian, C, Robert, C
Format: Journal article
Published: Elsevier 2018