Integrable expansions for posterior distributions for a two-parameter exponential family
DOI10.1214/aos/1176325758zbMath0828.62071OpenAlexW2043698144MaRDI QIDQ1896238
Publication date: 2 January 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325758
confidence intervalsstopping timenuisance parametersJeffreys' priormartingale convergence theoremreference priorreparameterizationStein's identityasymptotic expansions of posterior distributionsdata-dependent transformationhigh-order correctionoptimal noninformative priorsrepeated likelihood ratio teststwo-dimensional exponential family
Asymptotic distribution theory in statistics (62E20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Sequential estimation (62L12)
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