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dc.contributor.authorChopin, Nicolas
dc.contributor.authorRobert, Christian P.
dc.contributor.authorRousseau, Judith
dc.date.accessioned2010-02-02T14:51:05Z
dc.date.available2010-02-02T14:51:05Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/3222
dc.descriptionhttp://projecteuclid.org/euclid.ss/1263478373en
dc.language.isoenen
dc.subjectnon-informative prioren
dc.subjectBayesian foundationsen
dc.subjectsigma-finite measureen
dc.subjectJeffreys' prioren
dc.subjectKullback divergenceen
dc.subjecttestsen
dc.subjectBayes factoren
dc.subjectgoodness of fit.en
dc.subjectp-valuesen
dc.subject.ddc519en
dc.subject.classificationjelC11en
dc.titleHarold Jeffreys' Theory of Probability revisiteden
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenPublished nearly seventy years ago, Jeffreys' Theory of Probability (1939) has had a unique impact on the Bayesian community and is now considered to be one of the main classics in Bayesian Statistics as well as the initiator of the objective Bayes school. In particular, its advances on the derivation of noninformative priors as well as on the scaling of Bayes factors have had a lasting impact on the field. However, the book reflects the characteristics of the time, especially in terms of mathematical rigorousness. In this paper, we point out the fundamental aspects of this reference work, especially the thorough coverage of testing problems and the construction of both estimation and testing noninformative priors based on functional divergences. Our major aim here is to help modern readers in navigating in this difficult text and in concentrating on passages that are still relevant today.en
dc.relation.isversionofjnlnameStatistical Science
dc.relation.isversionofjnlvol24en
dc.relation.isversionofjnlissue2en
dc.relation.isversionofjnldate2009-05
dc.relation.isversionofjnlpages141-172en
dc.relation.isversionofdoihttp://dx.doi.org/10.1214/09-STS284en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00274631/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherInstitute of Mathematical Statisticsen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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