Prior Density Estimation via Haar Deconvolution

The problem of prior elicitation often arises when one is interested in doing inference in a Bayesian setting. Common solutions to this problem consist of hi- erarchical modelling, noninformative priors, dierent empirical Bayes techniques, etc. An alternative to these solutions might be to estimate the unknown,prior directly from the available observations. In the case of the prior distribution of