A matching prior for the shape parameter of the exponential power distribution

Min Wang, Tao Lu

Research output: Contribution to journalArticle

Abstract

We derive a class of matching priors for the shape parameter of the exponential power distribution, which controls the thickness of the density tails. It is shown that a second-order matching prior does not exist in the subclass of the considered priors.

Original languageEnglish
Pages (from-to)150-154
Number of pages5
JournalStatistics and Probability Letters
Volume97
DOIs
StatePublished - Feb 1 2015

Keywords

  • Exponential power distribution
  • First-order
  • Quantiles
  • Reference prior
  • Regression models
  • Second-order

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