scientific article; zbMATH DE number 426234

MaRDI QIDQ3137069zbMATH OpenFDO

Authors Otto Moeschlin

Publication date 7 November 1993

zbMATH Keywords

randomizationposterior distributionposterior density\(HPD\)-alpha-crediblealpha-credibleBayesian set-upfundamental lemma of Neyman and Pearsongeneralized credible setshighest probability density

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Invariant HPD credible sets and MAP estimators
• Optimally robust credible sets with a class of priors
• Optimal robust credible sets for density-bounded priors
• Decision-theoretic justifications for Bayesian hypothesis testing using credible sets
• Highest Posterior Density Credible Region and Minimum Area Confidence Region: The Bivariate Case

Cited in

(3)

• Invariant HPD credible sets and MAP estimators
• Tree based credible set estimation
• Decision-theoretic justifications for Bayesian hypothesis testing using credible sets

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