Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors

DOI10.1080/02331888.2014.955102MaRDI QIDQ3462141zbMATH OpenOpenAlexFDO

Authors In Hong Chang, Rahul Mukerjee

Publication date 4 January 2016

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331888.2014.955102

zbMATH Keywords

higher-order asymptoticslocally unbiased testshrinkage argument

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25)

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Cites work

• Asymptotic Expansions Associated with Posterior Distributions
• Bayesian and frequentist confidence intervals arising from empirical-type likelihoods
• Bayesian prediction with approximate frequentist validity.
• On the validity of the formal Edgeworth expansion
• Prior distributions from pseudo-likelihoods in the presence of nuisance parameters

Cited in

(3)

• Bayesian prediction with approximate frequentist validity.
• Probability matching priors for predicting a dependent variable with application to regression models
• Predictive density criterion for SETAR models

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