Noninformative Priors for Multivariate Linear Calibration

✍ Scribed by Ming Yin

• Book ID: 102602071
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 207 KB
• Volume: 73
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.1999.1851

✦ Synopsis

This paper derives a class of first order probability matching priors and a complete catalog of the reference priors for the general multivariate linear calibration problem. In an important special case, a complete characterization of first order probability matching priors is given, and a fairly general class of second order probability matching priors is also provided. Orthogonal transformations (1987, D. R. Cox and N. Reid, J. Roy. Statist. Soc. Ser. B 49, 1 18) are found to facilitate the derivations. It turns out that under orthogonal parameterization, reference priors (including Jeffreys' prior) are first order probability matching priors for unidimensional multivariate linear calibration. Also, in univariate linear calibration, the prior of W. G. Hunter and W. F. Lamboy (1981, Technometrics 23, 323 350) is a second order probability matching prior.