Diameter and volume minimizing confidence sets in Bayes and classical problems

DOI10.1214/AOS/1176348246zbMath0741.62032OpenAlexW2092991728MaRDI QIDQ1178939

Anirban DasGupta

Publication date: 26 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348246

zbMATH Keywords

connectednessspheresequivariantLebesgue measureMinkowski sumpriorposterior probabilitydisconnectednessconvex familySteiner symmetrizationmultiparameter problemsadmissibility implicationsconvex normdiameter minimizing setsfinite- dimensional Banach spacespherical unimodal measuresymmetric multivariate densitiestight family of probability measuresvolume minimizing confidence sets

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Geometric probability and stochastic geometry (60D05) Bayesian inference (62F15) Sufficiency and information (62B99)

Related Items (9)

Uniform and subuniform posterior robustness: The sample size problem. (With discussion) ⋮ Robust Bayesian diagnostics ⋮ An overview of robust Bayesian analysis. (With discussion) ⋮ Optimal robust Bayes estimation ⋮ Optimal robust credible sets for density-bounded priors ⋮ Optimally robust credible sets with a class of priors ⋮ Range of the posterior probability of an interval for priors with unimodality preserving contaminations ⋮ A new criterion of confidence set estimation: improvement of the Neyman shortness. ⋮ Optimal robust credible sets for contaminated priors

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