On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods

DOI10.1007/S11749-011-0240-8zbMATH Open1259.62009OpenAlexW2044029654MaRDI QIDQ1944372FDOQ1944372

Authors: In Hong Chang, Rahul Mukerjee 

Publication date: 5 April 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0240-8

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zbMATH Keywords

Edgeworth expansioninvariancedata-dependent priornonlinearityprobability matching priorhigher-order asymptoticsapproximate characteristic function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Nonparametric estimation (62G05)

Cites Work

• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Empirical likelihood
• Bayesian empirical likelihood
• Empirical likelihood as a goodness-of-fit measure
• Title not available (Why is that?)
• Second-order power comparisons for a class of nonparametric likelihood-based tests
• Miscellanea. Bartlett adjustment of empirical discrepancy statistics
• Bayesian exponentially tilted empirical likelihood
• Probability matching priors: Higher order asymptotics
• On a property of probability matching priors: matching the alternative coverage probabilities
• Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
• Second-order probability matching priors for a parametric function with application to Bayesian tolerance limits
• Expected lengths of confidence intervals based on empirical discrepancy statistics
• Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case

Cited In (1)

• Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics

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