Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter

DOI10.1016/j.jspi.2017.09.015zbMath1383.62077arXiv1612.01882OpenAlexW2593520300MaRDI QIDQ1699003

Piero Veronese, Eugenio Melilli

Publication date: 16 February 2018

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.01882

zbMATH Keywords

natural exponential familyreference priorJeffreys priorconfidence distributionmultinomial modellocation-scale parameter model

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99)

Related Items (5)

Confidence distribution for the ability parameter of the Rasch model ⋮ Optimal finite sample post-selection confidence distributions in generalized linear models ⋮ Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory ⋮ Confidence distributions and related themes ⋮ Interpreting \(p\)-values and confidence intervals using well-calibrated null preference priors

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