Objective Bayesian analysis for a spatial model with nugget effects |
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Authors: | Cuirong Ren Dongchu Sun Chong He |
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Institution: | 1. Department of Plant Science, South Dakota State University, Brookings, SD 57006, United States;2. Department of Statistics, University of Missouri-Columbia, Columbia, MO 65211, United States |
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Abstract: | The focus of this paper is objective priors for spatially correlated data with nugget effects. In addition to the Jeffreys priors and commonly used reference priors, two types of “exact” reference priors are derived based on improper marginal likelihoods. An “equivalence” theorem is developed in the sense that the expectation of any function of the score functions of the marginal likelihood function can be taken under marginal likelihoods. Interestingly, these two types of reference priors are identical. |
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Keywords: | Nugget effect Jeffreys prior Reference prior Integrated likelihood Propriety of posterior Frequentist coverage probability |
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