Title

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

Document Type

Article

Publication Date

2-1-2015

Abstract

© 2014 Elsevier B.V. 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.

Publication Title

Statistics and Probability Letters

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