Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
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Publication:3434088
DOI10.1093/biomet/93.3.723zbMath1109.62022OpenAlexW2025584265MaRDI QIDQ3434088
Publication date: 23 April 2007
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/93.3.723
Edgeworth expansionEmpirical likelihoodProbability matching priorHighest posterior density regionPosterior quantile
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)
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