A prior-free framework of coherent inference and its derivation of simple shrinkage estimators

DOI10.1016/J.JSPI.2013.08.011zbMATH Open1279.62068OpenAlexW2028437104WikidataQ57826609 ScholiaQ57826609MaRDI QIDQ393558FDOQ393558

Authors: David R. Bickel, Marta Padilla 

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://biostats.bepress.com/cobra/art95

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• scientific article; zbMATH DE number 1423116

zbMATH Keywords

fiducial inferenceconfidence measuresconfidence curvesconfidence distributionsconfidence posterior distributionsfiducial shrinkageobserved confidence levels

Mathematics Subject Classification ID

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

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Cited In (13)

• Non-linear data assimilation via trust region optimization
• Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach
• Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam's razors
• An ensemble Kalman filter implementation based on modified Cholesky decomposition for inverse covariance matrix estimation
• Coherent frequentism: a decision theory based on confidence sets
• Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support
• Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory
• Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
• Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods
• A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models
• Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors
• Self-consistent confidence sets and tests of composite hypotheses applicable to restricted parameters

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