On the Bayesian approach for frequentist computations

MaRDI QIDQ5956040zbMATH OpenFDO

Authors Rahul Mukerjee, N. Reid

Publication date 25 April 2002

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansionmaximum likelihood estimatorposteriorpriorshrinkagetail probability

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• A Bayesian approach to approximate conditional inference
• A simple general formula for tail probabilities for frequentist and Bayesian inference
• A comparison of the Bayesian and frequentist approaches to estimation
• A framework for Bayesian and likelihood approximations in statistics
• A note on Bayesian and frequentist parametric inference for a scalar parameter of interest

Cited in

(6)

• Frequentist properties of a Bayesian analog to Fabian's bound
• Asymptotics and the theory of inference
• Gradient statistic: higher-order asymptotics and Bartlett-type correction
• Frequentist standard errors of Bayes estimators
• scientific article; zbMATH DE number 1069362 (Why is no real title available?)
• Frequentist accuracy of Bayesian estimates

This page was built for publication: On the Bayesian approach for frequentist computations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5956040)