On probability matching priors
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Publication:3626380
DOI10.1002/cjs.5550360408zbMath1166.62014MaRDI QIDQ3626380
Publication date: 22 May 2009
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5550360408
Laplace approximation; approximate Bayesian inference; orthogonal parameters; tail probability approximation
62F15: Bayesian inference
62E17: Approximations to statistical distributions (nonasymptotic)
62E99: Statistical distribution theory
Related Items
Modern likelihood inference for the maximum/minimum of a bivariate normal vector, Objective priors: an introduction for frequentists, Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh, Higher-order approximations for interval estimation in binomial settings, Asymptotic expansion of the posterior based on pairwise likelihood, Approximate Bayesian computation with modified log-likelihood ratios, A Practical Procedure to Find Matching Priors for Frequentist Inference, Assessing Sensitivity to Priors Using Higher Order Approximations
Cites Work
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