scientific article; zbMATH DE number 472943

MaRDI QIDQ4272805zbMATH OpenFDO

Authors Anna Nicolaou

Publication date 26 April 1994

zbMATH Keywords

Bayes intervalsconditional prior densityconfidence intervalsfrequency of coveragefrequentist performancegamma distributionmeannuisance parameterobjective Bayesian approachobjective priororthogonal parametersshapesimulation

Mathematics Subject Classification ID

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

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Cited in

(19)

• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
• Conditional properties of Bayesian interval estimates
• Asymptotics and the theory of inference
• Reconciling frequentist properties with the likelihood principle
• Bayesian prediction with approximate frequentist validity.
• Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables.
• Estimating Bayesian credible intervals
• Noninformative priors, credible sets and Bayesian hypothesis testing for the intraclass model
• Single observation unbiased priors
• Likelihood, credible and confidence intervals for parameters in complex models
• Objective Bayesian higher-order asymptotics in models with nuisance parameters
• The Behrens-Fisher problem revisited: a Bayes-frequentist synthesis
• Accurate confidence intervals when nuisance parameters are present
• The construction of combined Bayesian-frequentist confidence intervals for a positive parameter
• On probability matching priors
• scientific article; zbMATH DE number 472956 (Why is no real title available?)
• Frequentist validity of posterior quantiles in the presence of a nuisance parameter: Higher order asymptotics
• Numerical simulation of time-dependent hydrodynamic removal of a contaminated fluid from a cavity
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