Credible and confidence sets for restricted parameter spaces
From MaRDI portal
Publication:1399275
DOI10.1016/S0378-3758(02)00170-2zbMath1030.62019MaRDI QIDQ1399275
Tonglin Zhang, Michael B. Woodroofe
Publication date: 30 July 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
total positivity; unimodality; frequentist coverage probability; prior and posterior distributions; signals and noise
62F15: Bayesian inference
62F35: Robustness and adaptive procedures (parametric inference)
62P35: Applications of statistics to physics
Related Items
Confidence intervals for a bounded mean in exponential families, Confidence intervals for a Poisson parameter with background, The \(p\)-value interpreted as the posterior probability of explaining the data: applications to multiple testing and to restricted parameter spaces, Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss, Inference about constrained parameters using the elastic belief method, Is Bayes posterior just quick and dirty confidence?, Estimation of a non-negative location parameter with unknown scale, On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces, Detection and localization of hidden radioactive sources with spatial statistical method, Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters, On Bayesian credible sets, restricted parameter spaces and frequentist coverage, On the frequentist coverage of Bayesian credible intervals for lower bounded means, The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number, On the discrepancy between Bayes credibility and frequentist probability of coverage, Confidence intervals for the mean of a normal distribution with restricted parameter space
Cites Work
