On an exact probability matching property of right-invariant priors

DOI10.1093/biomet/89.4.952zbMath1034.62022MaRDI QIDQ4455384

Malay Ghosh, Rahul Mukerjee, Thomas A. Severini

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/89.4.952

zbMATH Keywords

invariance; elliptically contoured distribution; Haar measure; location-scale; predictive region

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62H99: Multivariate analysis

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

28C10: Set functions and measures on topological groups or semigroups, Haar measures, invariant measures

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