Bayesian prediction with approximate frequentist validity.
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- Frequentist validity of posterior quantiles for a two-parameter exponential family
- Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
- Miscellanea. A note on modified estimative prediction limits and distributions
- Miscellanea. Second-order probability matching priors
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Cited in
(23)- Overall objective priors
- On an exact probability matching property of right-invariant priors
- The use of Jeffreys priors for the Student-tdistribution
- Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors
- Probability matching priors for predicting a dependent variable with application to regression models
- Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors
- A matching prior for the shape parameter of the exponential power distribution
- Predictive probability matching priors for a certain non-regular model
- Probability matching priors for predicting unobservable random effects with application to ANOVA models.
- Objective priors: an introduction for frequentists
- Modelling parameter uncertainty for risk capital calculation
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- Partial mixing and Edgeworth expansion
- The interplay of Bayesian and frequentist analysis
- Objective Bayesian analysis for exponential power regression models
- Bayesian reference analysis for exponential power regression models
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- Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh
- A matching prior for extreme quantile estimation of the generalized Pareto distribution
- Approximation of Bayesian predictive \(p\)-values with regression ABC
- Frequentist validity of highest posterior density regions in the multiparameter case
- Nonsubjective priors via predictive relative entropy regret
- Shrinkage priors for Bayesian prediction
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