| Jeffreys, H. (1961). Theory of Probability 3rd Edition, Oxford University Press. |
....standard model selection criteria, such as AIC, BIC, and RIC. This provides a range of objective prior and posterior distributions for use in BMA and scientific reporting, requiring varying degrees of evidence. 4 Objective Prior Distributions In estimation problems with vector valued parameters, Jeffreys (1961) suggested taking p(fi m jMm ) jI(fi m )j 1=2 (7) where jI(fi m )j is the determinant of the expected Fisher information matrix. In many problems, this leads to an improper distribution, which is determined only up to a multiplicative constant. We can always multiply an improper prior as in ....
Jeffreys, H. (1961). Theory of Probability 3rd Edition, Oxford University Press.
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