Fiducial and Confidence Distributions for Real Exponential Families

DOI10.1111/sjos.12117zbMath1371.62009MaRDI QIDQ5251489

Piero Veronese, Eugenio Melilli

Publication date: 20 May 2015

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12117

zbMATH Keywords

Bayesian analysis; coverage probability; natural exponential family; posterior distribution; conjugate prior; Jeffreys prior; confidence distribution; quadratic variance function; fiducial distribution; Edgeworth's expansion

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62F15: Bayesian inference

60E05: Probability distributions: general theory

62E10: Characterization and structure theory of statistical distributions

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