Probability matching priors for predicting unobservable random effects with application to ANOVA models.
From MaRDI portal
Publication:1423236
DOI10.1016/S0167-7152(03)00004-XzbMath1116.62327MaRDI QIDQ1423236
Rahul Mukerjee, In Hong Chang, Byung Hwee Kim
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Cites Work
- Frequentist validity of highest posterior density regions in the multiparameter case
- A decomposition for the likelihood ratio statistic and the Bartlett correction - a Bayesian argument
- Bayesian prediction with approximate frequentist validity.
- Probability matching priors for predicting a dependent variable with application to regression models
- Some new Results on Probability Matching Priors
- Noninformative priors for one parameter of many
- On priors providing frequentist validity of Bayesian inference for multiple parametric functions
- On a property of probability matching priors: matching the alternative coverage probabilities
- Asymptotic Expansions Associated with Posterior Distributions
- Unnamed Item
- Unnamed Item