Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability

DOI10.1007/s11749-007-0076-4zbMath1203.62090MaRDI QIDQ619102

Rahul Mukerjee, Ling-Yau Chan

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-007-0076-4

zbMATH Keywords

Edgeworth expansions; higher order asymptotics; posterior coverage

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G15: Nonparametric tolerance and confidence regions

Cites Work

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