On the frequentist coverage of Bayesian credible intervals for lower bounded means
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Publication:1951787
DOI10.1214/08-EJS292zbMath1320.62040arXiv0809.1027OpenAlexW3100392344MaRDI QIDQ1951787
Éric Marchand, Keven Bosa, William E. Strawderman, Aziz L'Moudden
Publication date: 24 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.1027
confidence intervalsrestricted parameter spacefrequentist coverage probabilitylogconcavityBayesian credible sets
Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian problems; characterization of Bayes procedures (62C10)
Related Items (5)
Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss ⋮ On Bayesian credible sets, restricted parameter spaces and frequentist coverage ⋮ Estimation of a non-negative location parameter with unknown scale ⋮ On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces ⋮ On the discrepancy between Bayes credibility and frequentist probability of coverage
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