Bayesian prediction with approximate frequentist validity.

DOI10.1214/aos/1015957400zbMath1105.62312MaRDI QIDQ1848833

Rahul Mukerjee, Malay Ghosh, Gauri Sankar Datta, Trevor J. Sweeting

Publication date: 14 November 2002

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

Full work available at URL: https://doi.org/10.1214/aos/1015957400

Mathematics Subject Classification ID

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

Related Items

Probability matching priors for predicting unobservable random effects with application to ANOVA models., The interplay of Bayesian and frequentist analysis, Partial mixing and Edgeworth expansion, A matching prior for extreme quantile estimation of the generalized Pareto distribution, Nonsubjective priors via predictive relative entropy regret, Shrinkage priors for Bayesian prediction, Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors

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