Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
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Publication:3434088
DOI10.1093/biomet/93.3.723zbMath1109.62022MaRDI 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 expansion; Empirical likelihood; Probability matching prior; Highest posterior density region; Posterior quantile
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62F15: Bayesian inference
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