On Bayesian credible sets, restricted parameter spaces and frequentist coverage
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Publication:1951163
DOI10.1214/13-EJS806zbMath1336.62097arXiv1208.0028MaRDI QIDQ1951163
Éric Marchand, William E. Strawderman
Publication date: 29 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.0028
Parametric tolerance and confidence regions (62F25) Parametric inference under constraints (62F30) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
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- Frasian inference
- Statistical decision theory and Bayesian analysis. 2nd ed
- Credible and confidence sets for restricted parameter spaces
- Setting confidence intervals for bounded parameters
- On the frequentist coverage of Bayesian credible intervals for lower bounded means
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