Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors

DOI10.1080/02331888.2014.955102zbMath1382.62009OpenAlexW2032498880MaRDI QIDQ3462141

Rahul Mukerjee, In Hong Chang

Publication date: 4 January 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2014.955102

zbMATH Keywords

shrinkage argumenthigher-order asymptoticslocally unbiased test

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15)

Cites Work

• On the validity of the formal Edgeworth expansion
• Bayesian prediction with approximate frequentist validity.
• Bayesian and frequentist confidence intervals arising from empirical-type likelihoods
• Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters
• Asymptotic Expansions Associated with Posterior Distributions

This page was built for publication: Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors