@article{4267be2a34454535aaef61ce8a0f5e26,
title = "A matching prior for the shape parameter of the exponential power distribution",
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.",
keywords = "Exponential power distribution, First-order, Quantiles, Reference prior, Regression models, Second-order",
author = "Min Wang and Tao Lu",
note = "Funding Information: The authors thank two referees and the Editor for their helpful comments, which have led to an improvement of the manuscript. This first author was partially supported by the New Faculty Start-Up Fund at Michigan Technological University . Publisher Copyright: {\textcopyright} 2014 Elsevier B.V.",
year = "2015",
month = feb,
day = "1",
doi = "10.1016/j.spl.2014.11.016",
language = "English",
volume = "97",
pages = "150--154",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
}