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A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion

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The Haar integral

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Thomas Bayes's Bayesian Inference

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Bayesian Inference Using Intervals of Measures

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Invariant Prior Distributions

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A Bayesian Significance Test for Multinomial Distributions

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Bayesian analysis in econometrics and statistics

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Posterior Distributions for Multivariate Normal Parameters

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Simple Modifications for Signed Roots of Likelihood Ratio Statistics

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Inference, Method and Decision: Towards a Bayesian Philosophy of Science.

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A Bayesian approach to transformations to normality

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A note on the existence of the posterior distribution for a class of mixed models for binomial responses

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THE PRECISION OF OBSERVED VALUES OF SMALL FREQUENCIES

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Noninformative Priors and Bayesian Testing for the AR(1) Model

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A Bayesian analysis of classical hypothesis testing

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Approximate Posterior Distributions

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Models, prior information, and Bayesian analysis

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A comparison of some Bayesian and frequentist inferences

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The Asymptotically Unbiased Prior Distribution

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A Bayesian Indifference Procedure

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THE PRESENT POSITION IN PROBABILITY THEORY

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A Derivation of the Probabilistic Explication of Information

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A Statistical Diptych: Admissible Inferences--Recurrence of Symmetric Markov Chains

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Approximation of Improper Prior Measures by Prior Probability Measures

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Conditional Confidence Level Properties

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A note on noninformative priors for Weibull distributions

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Overdispersed generalized linear models

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On the Relationship between Bayesian and Non-Bayesian Interval Estimates

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Conditional inference and Cauchy models

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A paradox involving quasi prior distributions

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Prior probability and uncertainty

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Maximum Entropy and Bayesian Methods

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On Prior Distributions for Binary Trials

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Conditional Properties of Statistical Procedures for Location and Scale Parameters

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Noninformative priors for maximal invariant parameter in group models

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Least-informative Bayesian prior distributions for finite samples based on information theory

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Coherent and Continuous Inference

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The Foundations of Statistical Inference

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Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model

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Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors

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Reference Prior Bayesian Analysis for Normal Mean Products

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Noninformative priors for inferences in exponential regression models

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Bayesian and Frequentist Bartlett Corrections for Likelihood Ratio and Conditional Likelihood Ratio Tests

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Right Haar Measure for Convergence in Probability to Quasi Posterior Distributions

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On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior

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On Comparisons between Confidence Point Procedures in the Case of a Single Parameter

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The Interpretation of Improper Prior Distributions as Limits of Data Dependent Proper Prior Distributions

1980 • 32 citations

An alternative to the standard Bayesian procedure for discrimination between normal linear models

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Coherent Inference from Improper Priors and from Finitely Additive Priors

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Multiparameter Bayesian Indifference Procedures

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On the choice of prior distribution for the Box-Cox transformed linear model

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Coherent Statistical Inference and Bayes Theorem

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Jeffreys' prior for logit models

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Foundations of statistical inference

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Inner Statistical Inference II

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Necessary and Sufficient Condition for Convergence in Probability to Invariant Posterior Distributions

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Inner Statistical Inference

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Note on the Confidence-Prior of Welch and Peers

1966 • 23 citations

Some Diagnostics of Maximum Likelihood and Posterior Nonnormality

1994 • 22 citations

Reference Priors for the Orbit in a Group Model

1990 • 22 citations

Comments on a Posterior Distribution of Geisser and Cornfield

1964 • 21 citations

On obtaining invariant prior distributions

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On Bayesian nonlinear regression with an enzyme example

1983 • 20 citations

A Conditional Confidence Principle

1977 • 20 citations

Expectation consistency of inverse probability distributions

1972 • 20 citations

Confidence Properties of Bayesian Interval Estimates

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Reference Priors When the Stopping Rule Depends on the Parameter of Interest

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Expectation Consistency and Generalized Bayes Inference

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Recent developments in statistics and their applications

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On Some Bayesian Solutions of the Neyman-Scott Problem

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Noninformative Priors and Nuisance Parameters

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The conflict between improper priors and robustness

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Finitely Additive Priors, Coherence and the Marginalization Paradox

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The Foundations of Statistical Inference

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The Posterior $t$ Distribution

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Hierarchical Bayes estimators of the error variance in one-way ANOVA models

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On a theorem of Stein relating Bayesian and classical inferences in group models

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Bayesian Inference in Linear Relations

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On priors that match posterior and frequentist distribution functions

1993 • 14 citations

Priors for Exponential Families Which Maximize the Association between Past and Future Observations

1987 • 14 citations

Reference Prior Bayesian Analysis for Normal Mean Products

1995 • 14 citations

On the Expected Amount of Information from a Non-Linear Model

1992 • 14 citations

Data-translated likelihood and Jeifreys's rules

1990 • 13 citations

Reference Priors When the Stopping Rule Depends on the Parameter of Interest

1993 • 12 citations

Deriving Posterior Distributions for a Location Parameter: A Decision Theoretic Approach

1984 • 10 citations

The formal posterior of a standard flat prior in MANOVA is incoherent

1995 • 10 citations

UNIFORM APPROXIMATION OF BAYES SOLUTIONS AND POSTERIORS: FREQUENTISTLY VALID BAYES INFERENCE

1997 • 9 citations

Review and Analysis of Some Inconsistencies Related to Improper Priors and Finite Additivity

1982 • 9 citations

Reparameterization and Diagnostics of Posterior Non-Normality

1992 • 8 citations

Consistent prior distributions for transformed models

1985 • 8 citations

Information tradeoff

1995 • 7 citations

Reference Priors and Identifiability Problems in Non-Linear Models

1987 • 6 citations

Coherent Distributions and Lindley’s Paradox

1987 • 6 citations

On Maximizing Missing Information About a Hypothesis

1985 • 6 citations

Fully Coherent Inference

1991 • 5 citations

The Unfathomable Influence of Kolmogorov

1990 • 5 citations

On the necessity of Bayesian inference and the construction of measures of nearness to Bayesian form

1978 • 5 citations

The De Finetti Transform

1996 • 4 citations

On a Fiducial Example of C. Stein

1966 • 4 citations

Is Jeffreys a “Necessarist”?

1982 • 4 citations

A note on coherent invariant distributions as non-informative priors for exponential and location-scale families

1989 • 4 citations

Reply to a Comment on “Is Jeffreys a ‘Necessarist’?”

1982 • 4 citations

Paradoxes of Conglomerability and Fiducial Inference *

1982 • 3 citations

Minimally Informative Prior Analysis of a Non-Linear Model

1983 • 3 citations

On the Uniform Approximation of Laplace′s Prior by t-Priors in Location Problems

1995 • 2 citations

A Comment on "Is Jeffreys a 'Necessarist'?"

1982 • 2 citations

Is Jeffreys a "Necessarist"?

1982 • 2 citations

A Comment on “Is Jeffreys a ‘Necessarist’?”

1982 • 2 citations

Who Knows what Alternative Lurks in the Hearts of Significance Tests?

1992 • 2 citations

On σ-Additive Priors, σ-coherence, and the Existence of Posteriors

1988 • 2 citations

Information

1977 • 1 citations